Reference priors for shrinkage and smoothing parameters

DOI10.1016/S0378-3758(00)00116-6zbMath0964.62060WikidataQ108929480 ScholiaQ108929480MaRDI QIDQ1591283

Angelika van der Linde

Publication date: 19 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

overdispersionvariance componentsBayesian estimationshrinkagereference priorspline smoothinghierarchical generalized linear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

Modeling Cancer Cells Growth ⋮ A class of shrinkage priors for the dependence structure in longitudinal data ⋮ Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution ⋮ Reference priors for linear models with general covariance structures ⋮ Bayesian Measures of Model Complexity and Fit ⋮ Objective Bayesian analysis of spatial data with measurement error

Uses Software

• BUGS

Cites Work

• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Estimating the smoothing parameter in generalized spline-based regression: I. Cross-validatory criteria for binary data using small sample sizes
• Splines from a Bayesian point of view
• On the invariance of noninformative priors
• Some Remarks on Noninformative Priors
• Bayesian inference for the variance components in general mixed linear models
• Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
• Inference about Variance Components in the One-Way Model
• Mean Square Efficiency of Estimators of Variance Components
• Formal Bayes Estimation with Application to a Random Effects Model
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