A loss-based prior for variable selection in linear regression methods
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Publication:2226693
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- scientific article; zbMATH DE number 2020781
- Bayesian Variable Selection in Linear Regression
- Bayesian variable selection in linear regression
- Bayesian variable selection for linear models using I-priors
- Bayesian variable selection for linear regression with the κ-G priors
- Bayesian structured variable selection in linear regression models
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
Cites work
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- scientific article; zbMATH DE number 3716572 (Why is no real title available?)
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- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- A review of Bayesian variable selection methods: what, how and which
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- Calibration and empirical Bayes variable selection
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- Empirical Bayes: Past, Present and Future
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Mixtures of g Priors for Bayesian Variable Selection
- Model uncertainty
- Objective Bayesian Variable Selection
- On Information and Sufficiency
- On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
- Optimal predictive model selection.
- Posterior model probabilities via path‐based pairwise priors
- Tractable Bayesian variable selection: beyond normality
- Universal prediction
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
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