A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size (Q1694372)
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scientific article; zbMATH DE number 6833485
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| default for all languages | No label defined |
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| English | A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size |
scientific article; zbMATH DE number 6833485 |
Statements
A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size (English)
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1 February 2018
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model selection consistency
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misspecified models
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general class of distributions of errors
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Kullback-Leibler divergence
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linear regression
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0.9221534
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0.8984201
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0.8838644
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0.88360584
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0.8803392
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0.8789142
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0.8786761
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