Consistency of hyper-\(g\)-prior-based Bayesian variable selection for generalized linear models

DOI10.1214/15-BJPS299zbMath1359.62306MaRDI QIDQ509599

Marco A. R. Ferreira, Ho-Hsiang Wu, Matthew E. Gompper

Publication date: 17 February 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Bayes factor; model selection consistency; GLMs; hyper-\(g/n\) prior; Zellner-Siow prior

Mathematics Subject Classification ID

62P12: Applications of statistics to environmental and related topics

62F15: Bayesian inference

62J12: Generalized linear models (logistic models)

62C12: Empirical decision procedures; empirical Bayes procedures

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