Bayes Model Averaging with Selection of Regressors (Q4665897)

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scientific article; zbMATH DE number 2155340
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Bayes Model Averaging with Selection of Regressors
scientific article; zbMATH DE number 2155340

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    Bayes Model Averaging with Selection of Regressors (English)
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    11 April 2005
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    decision theory
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    multivariate general linear model
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    \(QR\)-updating
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    ridge regression
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    variable selection
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