Variable selection for partially linear models via Bayesian subset modeling with diffusing prior

DOI10.1016/j.jmva.2021.104733zbMath1465.62077MaRDI QIDQ2022563

Xizhen Cai, Jia Wang, Run-Ze Li

Publication date: 29 April 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104733

zbMATH Keywords

selection consistency; Bayesian variable selection; semiparametric modeling; difference-based method

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models