scientific article
From MaRDI portal
zbMath0655.62071MaRDI QIDQ3802438
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
posterior distributionsprior informationBayes estimateleast squares approachnormal linear multiple regression modelinformative prior distributioninverted-gamma-normal formMuth's rational expectations hypothesissampling properties of the posterior mean
Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
Related Items
A class of admissible estimators of multiple regression coefficient with an unknown variance, Simple and flexible Bayesian inferences for standardized regression coefficients, Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model, Bayesian t-tests for correlations and partial correlations, Bayesian Variable Selection Under Collinearity, A comparison of two model averaging techniques with an application to growth empirics, Bayesian joint inference for multiple directed acyclic graphs, Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling, On the Null Distribution of Bayes Factors in Linear Regression, Robust Bayesian analysis of a multivariate dynamic model, Two-Stage Bayesian Model Averaging in Endogenous Variable Models, The Effective Sample Size, Posterior Odds with a Generalized Hyper-g-Prior, Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision, Risk performance of some shrinkage estimators, Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines, Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression, Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models, Bayesian identification of double seasonal autoregressive time series models, Multi-scale shotgun stochastic search for large spatial datasets, An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes, A graph Laplacian prior for Bayesian variable selection and grouping, Bayesian Approaches to Shrinkage and Sparse Estimation, Bayesian variable selection for linear regression with the κ-G priors, Forecasting volatility with time-varying coefficient regressions, Economic variable selection, A new mixed‐effects regression model for the analysis of zero‐modified hierarchical count data, Bayesian compositional regression with structured priors for microbiome feature selection, Bayesian Model Averaging: A Systematic Review and Conceptual Classification, Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression, Bayesian Calibration of p‐Values from Fisher's Exact Test, Relating nano‐particle properties to biological outcomes in exposure escalation experiments, Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors, Black Box Variational Bayesian Model Averaging, Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results, Neuronized Priors for Bayesian Sparse Linear Regression, Scalable Bayesian high-dimensional local dependence learning, Extending exploratory diagnostic classification models: Inferring the effect of covariates, Bayesian Quantile Regression for Big Data Analysis, A dynamic additive and multiplicative effects network model with application to the United Nations voting behaviors, Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model, Generalized linear mixed model with Bayesian rank likelihood, Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection, Functional clustering methods for binary longitudinal data with temporal heterogeneity, The Median probability model and correlated variables, Bayesian comparison of private and common values in structural second-price auctions, Loss-based approach to two-piece location-scale distributions with applications to dependent data, A loss-based prior for variable selection in linear regression methods, Consistent group selection with Bayesian high dimensional modeling, A Bayesian approach for the segmentation of series with a functional effect, On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests, Functional Horseshoe Priors for Subspace Shrinkage, Analysis of Poisson varying-coefficient models with autoregression, Normalized power prior Bayesian analysis, The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics, Benchmark priors for Bayesian model averaging., Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection, Applications of Bayesian gene selection and classification with mixtures of generalized singular \(g\)-priors, Consistency of Bayesian linear model selection with a growing number of parameters, Prediction risk for the horseshoe regression, Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors, Joint specification of model space and parameter space prior distributions, Nonparametric Variable Selection, Clustering and Prediction for Large Biological Datasets, Negotiating multicollinearity with spike-and-slab priors, A novel Bayesian approach for variable selection in linear regression models, Determinantal point process mixtures via spectral density approach, High-dimensional posterior consistency for hierarchical non-local priors in regression, Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies, Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation, Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter, A novel Bayesian approach to estimate long memory parameter, Scalable Bayesian Regression in High Dimensions With Multiple Data Sources, Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances, Uncertainty quantification for Bayesian CART, An objective Bayes factor with improper priors, Bayesian variable selection in linear regression models with non-normal errors, Bayesian approach for the zero-modified Poisson-Lindley regression model, Subjective Bayesian testing using calibrated prior probabilities, The impact of digital transformation on the economic growth of the countries, Mixtures ofg-Priors in Generalized Linear Models, Large scale tensor regression using kernels and variational inference, What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio, Informed Bayesian t-Tests, Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling, Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean, Bayesian variable selection in multinomial probit model for classifying high-dimensional data, A Default Bayesian Hypothesis Test for ANOVA Designs, Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors, Bayesian variable selection and estimation for group Lasso, On the quantification of model uncertainty: a Bayesian perspective, A unified approach to nonlinearity, structural change, and outliers, Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses, A matrix exponential spatial specification, Bayesian variable selection for correlated covariates via colored cliques, Training samples in objective Bayesian model selection., Bayesian variable selection under the proportional hazards mixed-effects model, \(S\)-values: conventional context-minimal measures of the sturdiness of regression coefficients, On the use of marginal posteriors in marginal likelihood estimation via importance sampling, A Bayesian goodness-of-fit test for regression, Variable selection in finite mixture of regression models with an unknown number of components, Gaussian Bayesian network comparisons with graph ordering unknown, Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology, Error probabilities in default Bayesian hypothesis testing, Prior distributions for objective Bayesian analysis, Power-expected-posterior priors for generalized linear models, Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation, Bayesian spatiotemporal modeling using hierarchical spatial priors, with applications to functional magnetic resonance imaging (with discussion), Bayesian estimation of the half-normal regression model with deterministic frontier, Bayesian model selection for a linear model with grouped covariates, Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters, On the zero-modified Poisson-Shanker regression model and its application to fetal deaths notification data, A posterior probability approach for gene regulatory network inference in genetic perturbation data, Minimizing variable selection criteria by Markov chain Monte Carlo, Analysis of binary longitudinal data with time-varying effects, Bayesian two-component measurement error modelling for survival analysis using INLA -- a case study on cardiovascular disease mortality in Switzerland, Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model, High-dimensional multivariate posterior consistency under global-local shrinkage priors, Dual-semiparametric regression using weighted Dirichlet process mixture, Mode jumping MCMC for Bayesian variable selection in GLMM, Robust Bayesian analysis of the linear regression model, Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem, Bounding posterior means by model criticism, Nonparametric regression using Bayesian variable selection, Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods, Bayes factor consistency for nested linear models with a growing number of parameters, Bayesian regression based on principal components for high-dimensional data, Bayesian quantile regression for single-index models, Computation for intrinsic variable selection in normal regression models via expected-posterior prior, A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size, Incorporating grouping information in Bayesian variable selection with applications in genomics, Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure, On the sample information about parameter and prediction, Compatibility of prior specifications across linear models, Model selection in regression under structural constraints, Prediction in several conventional contexts, On resolving the Savage-Dickey paradox, MAP model selection in Gaussian regression, An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss, On the correspondence from Bayesian log-linear modelling to logistic regression modelling with \(g\)-priors, Decomposing posterior variance, The use of unlabeled data in predictive modeling, The quantile probability model, Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis, Fully Bayes factors with a generalized \(g\)-prior, Joint estimation of multiple related biological networks, Bayesian variable selection in linear regression, Bayes factor testing of multiple intraclass correlations, On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models, Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R, Highest predictive density estimator in regression models, A two-component \(G\)-prior for variable selection, Regularization and confounding in linear regression for treatment effect estimation, Probabilistic forecasts of volatility and its risk premia, Mixtures of \(g\)-priors for Bayesian model averaging with economic applications, Variable selection and functional form uncertainty in cross-country growth regressions, Criteria for Bayesian model choice with application to variable selection, Bayesian analysis of logit models using natural conjugate priors, Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy, Model uncertainty, Nonparametric Bayesian data analysis, Inferring causal impact using Bayesian structural time-series models, Bayesian smoothing spline analysis of variance, Network inference and biological dynamics, Bayesian beta regression for bounded responses with unknown supports, Improved estimation under collinearity and squared error loss, A variant of AIC based on the Bayesian marginal likelihood, Bayes factor testing of equality and order constraints on measures of association in social research, Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities, Consistency of Bayes factor for nonnested model selection when the model dimension grows, Complete subset regressions, Bayesian variable selection regression for genome-wide association studies and other large-scale problems, Bayesian structured variable selection in linear regression models, Conjugate priors and variable selection for Bayesian quantile regression, Inconsistency identification in network meta-analysis via stochastic search variable selection, On Bayesian lasso variable selection and the specification of the shrinkage parameter, Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion), Restricted type II maximum likelihood priors on regression coefficients, A model selection approach for variable selection with censored data, Multivariate limited translation hierarchical Bayes estimators, Bayesian variable selection using an adaptive powered correlation prior, Finding optimal points for expensive functions using adaptive RBF-based surrogate model via uncertainty quantification, Minimax hierarchical empirical Bayes estimation in multivariate regression, Comparison of alternative functional forms in production, Bayesian regression diagnostics with applications to international consumption and income data, Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration, Posterior model consistency in variable selection as the model dimension grows, Approximate Bayesian model selection with the deviance statistic