A comparison of power-expected-posterior priors in shrinkage regression
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Publication:2081738
DOI10.1007/s42519-022-00284-6MaRDI QIDQ2081738
Dimitris Fouskakis, Ioannis Ntzoufras, G. Tzoumerkas
Publication date: 30 September 2022
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-022-00284-6
MCMC; shrinkage priors; Bayesian variable selection; objective priors; imaginary training sample; sparse datasets