A Comparison of Bayesian and Frequentist Interval Estimators in Regression that Utilize Uncertain Prior Information

DOI10.1111/anzs.12104zbMath1331.62334arXiv1401.3084MaRDI QIDQ2788937

Gayan Dharmarathne, Paul V. Kabaila

Publication date: 23 February 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3084

zbMATH Keywords

confidence interval; linear regression; spike and slab prior; credible interval; slab and spike prior

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62J05: Linear regression; mixed models

62F15: Bayesian inference

Uses Software

• EBayesThresh

Cites Work

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• More on Shortest and Equal Tails Confidence Intervals
• A review of Bayesian variable selection methods: what, how and which