Consistency of hyper-g-prior-based Bayesian variable selection for generalized linear models
DOI10.1214/15-BJPS299zbMATH Open1359.62306OpenAlexW2564075616MaRDI QIDQ509599FDOQ509599
Authors: Ho-Hsiang Wu, Marco A. R. Ferreira, Matthew E. Gompper 
Publication date: 17 February 2017
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/15-bjps299
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Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Applications of statistics to environmental and related topics (62P12) Empirical decision procedures; empirical Bayes procedures (62C12)
Cited In (7)
- The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
- Bayesian variable selection and computation for generalized linear models with conjugate priors
- Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
- Mixtures ofg-Priors in Generalized Linear Models
- Hyper nonlocal priors for variable selection in generalized linear models
- Bayes Factors Based on g-Priors for Variable Selection
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