Bayesian variable selection via a benchmark in normal linear models

DOI10.1080/24754269.2020.1744074MaRDI QIDQ5880065zbMATH OpenOpenAlexFDO

Authors Jun Shao, Kam-Wah Tsui, Sheng Zhang

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/24754269.2020.1744074

zbMATH Keywords

benchmarklassoshrinkage priorsparse Bayes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• Selecting the normal population with the best regression value -- a Bayesian approach
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
• On Model Selection Consistency of Bayesian Method for Normal Linear Models

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• glasso

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