Consistency of Bayesian procedures for variable selection

DOI10.1214/08-AOS606zbMath1160.62004arXiv0904.2978OpenAlexW3102812845MaRDI QIDQ1018639

Elías Moreno, George Casella, M. L. Martínez, Fco. Javier Girón

Publication date: 20 May 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.2978

zbMATH Keywords

consistency Bayes factors linear models intrinsic priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

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Cites Work