Prior influence in linear regression when the number of covariates increases to infinity

DOI10.1016/J.SPL.2011.10.018zbMATH Open1271.62148OpenAlexW1968730474MaRDI QIDQ419147FDOQ419147

L. G. Leon-Novelo, George Casella

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.10.018

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zbMATH Keywords

model selectionBayes

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cites Work

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• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Updating the Inverse of a Matrix
• Hyper-\(g\) priors for generalized linear models
• Further lower bounds for the smallest singular value
• Title not available (Why is that?)

Cited In (1)

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