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

DOI10.1016/J.SPL.2011.10.018MaRDI QIDQ419147zbMATH OpenOpenAlexFDO

Authors George Casella, L. G. Leon-Novelo

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

zbMATH Keywords

model selectionBayes

Mathematics Subject Classification ID

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

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• Updating the Inverse of a Matrix

Cited in

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