Posterior consistency in linear models under shrinkage priors (Q2870265)

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Posterior consistency in linear models under shrinkage priors
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    Posterior consistency in linear models under shrinkage priors (English)
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    17 January 2014
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    Bayesian lasso
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    generalized double Pareto priors
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    heavy tails
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    high-dimensional data
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    horseshoe priors
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    posterior consistency
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    shrinkage estimation
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