Bayes factor consistency for nested linear models with a growing number of parameters
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Publication:389299
DOI10.1016/J.JSPI.2013.11.001zbMATH Open1432.62216OpenAlexW2008314096WikidataQ58045668 ScholiaQ58045668MaRDI QIDQ389299FDOQ389299
Authors: Min Wang, Xiaoqian Sun 
Publication date: 20 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.001
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- Consistency of Bayes factors under hyper \(g\)-priors with growing model size
Bayes factormodel selection consistencyZellner's \(g\)-priorbeta-prime priorgrowing number of parameters
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Cited In (13)
- Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size
- Bayes factor biases for non‐nested models and corrections
- Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
- A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size
- Consistency of Bayes factor for nonnested model selection when the model dimension grows
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters
- A note on Bayes factor consistency in partial linear models
- Consistency of Bayesian linear model selection with a growing number of parameters
- An exact approach to ridge regression for big data
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices
- Consistency of objective Bayes factors as the model dimension grows
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