Bayesian variable selection for the seemingly unrelated regression models with a large number of predictors

DOI10.14490/JJSS.41.187MaRDI QIDQ4905028zbMATH OpenOpenAlexFDO

Authors Tomohiro Ando

Publication date 14 February 2013

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jjss&kijiCd=41_187&screenID=AF06S010&noVol=41&noIssue=2

zbMATH Keywords

reversible jump Markov chain Monte Carloseemingly unrelated regressionBayesian estimationdirect Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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