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

DOI10.1214/19-BA1162MaRDI QIDQ2226693zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Bayesian variable selectionlinear regressionloss functionsobjective priors

Mathematics Subject Classification ID

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

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Cited in

(3)

• scientific article; zbMATH DE number 6500982 (Why is no real title available?)
• A loss‐based prior for Gaussian graphical models
• Empirical Bayes fairness in linear regression

Describes a project that uses

Uses Software

• BayesDA

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