Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors

DOI10.1214/14-BA893zbMath1335.62066arXiv1509.01060MaRDI QIDQ273624

Kshitij Khare, Malay Ghosh, Douglas K. Sparks

Publication date: 22 April 2016

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

Full work available at URL: https://arxiv.org/abs/1509.01060

zbMATH Keywords

empirical Bayes; \(g\)-prior; posterior consistency; hyper-\(g\)-prior

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62F15: Bayesian inference

62C12: Empirical decision procedures; empirical Bayes procedures