Bayes Model Averaging with Selection of Regressors

DOI10.1111/1467-9868.00348zbMath1073.62004OpenAlexW2138936157MaRDI QIDQ4665897

Marina Vannucci, Philip J. Brown, T. Fearn

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00348

zbMATH Keywords

decision theoryridge regressionvariable selectionmultivariate general linear model\(QR\)-updating

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Numerical analysis or methods applied to Markov chains (65C40)

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