Posterior odds with a generalized hyper-g-prior

DOI10.1080/07474938.2013.807181MaRDI QIDQ5080445zbMATH OpenOpenAlexFDO

Authors Edward I. George, Yuzo Maruyama

Publication date 31 May 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2013.807181

zbMATH Keywords

model selectionvariable selectionBayes factorsingular value decompositionindentifiabilitymodel space priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Statistical ranking and selection procedures (62F07) Bayesian problems; characterization of Bayes procedures (62C10)

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• Empirical Bayes vs. fully Bayes variable selection
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• Fully Bayes factors with a generalized \(g\)-prior
• Mixtures of g Priors for Bayesian Variable Selection
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Statistical decision theory and Bayesian analysis. 2nd ed
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Cited in

(6)

• scientific article; zbMATH DE number 813688 (Why is no real title available?)
• Prior distributions for objective Bayesian analysis
• Hyper-\(g\) priors for generalized linear models
• Fully Bayes factors with a generalized \(g\)-prior
• Robust linear static panel data models using \(\varepsilon\)-contamination
• Bayesian model selection for a linear model with grouped covariates

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