A loss-based prior for variable selection in linear regression methods

DOI10.1214/19-BA1162zbMATH Open1459.62136OpenAlexW2951692119WikidataQ127667858 ScholiaQ127667858MaRDI QIDQ2226693FDOQ2226693

Authors: Cristiano Villa, Jeong Eun Lee 

Publication date: 9 February 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1560477728

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zbMATH Keywords

linear regressionBayesian variable selectionobjective priorsloss functions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cited In (2)

• Title not available (Why is that?)
• A loss‐based prior for Gaussian graphical models

Uses Software

• BayesDA

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