Posterior odds with a generalized hyper-g-prior

DOI10.1080/07474938.2013.807181zbMATH Open1491.62019OpenAlexW2051993219MaRDI QIDQ5080445FDOQ5080445

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

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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)

Cites Work

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• Bayesian Model Averaging for Linear Regression Models
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• Statistical decision theory and Bayesian analysis. 2nd ed
• Empirical Bayes vs. fully Bayes variable selection
• Fully Bayes factors with a generalized \(g\)-prior
• Time series analysis and simultaneous equation econometric models
• Bayes factors and marginal distributions in invariant situations
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• A new class of generalized Bayes minimax ridge regression estimators

Cited In (6)

• Fully Bayes factors with a generalized \(g\)-prior
• Prior distributions for objective Bayesian analysis
• Bayesian model selection for a linear model with grouped covariates
• Title not available (Why is that?)
• Hyper-\(g\) priors for generalized linear models
• Robust linear static panel data models using \(\varepsilon\)-contamination

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