Pages that link to "Item:Q528107"

The following pages link to Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107):

Displaying 16 items.

• Consistency of Bayes factors under hyper \(g\)-priors with growing model size (Q254923) (← links)
• Can specific policy indicators identify reform priorities? (Q367586) (← links)
• Bayesian high-dimensional screening via MCMC (Q466528) (← links)
• Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
• Prior distributions for objective Bayesian analysis (Q1631565) (← links)
• Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters (Q1642734) (← links)
• A multi-row deletion diagnostic for influential observations in small-sample regressions (Q1658468) (← links)
• Mixtures of<i><i>g</i></i>-Priors in Generalized Linear Models (Q3121572) (← links)
• A weakly informative prior for Bayesian dynamic model selection with applications in fMRI (Q5035723) (← links)
• Economic variable selection (Q6059429) (← links)
• Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression (Q6086561) (← links)
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models (Q6121976) (← links)
• Forecasting inflation using time-varying Bayesian model averaging (Q6552783) (← links)
• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors (Q6557184) (← links)
• Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces (Q6567447) (← links)
• Bayesian approaches to variable selection: a comparative study from practical perspectives (Q6637079) (← links)