Mixtures of g-priors for Bayesian model averaging with economic applications
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Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
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Cites work
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- scientific article; zbMATH DE number 3716572 (Why is no real title available?)
- scientific article; zbMATH DE number 486467 (Why is no real title available?)
- scientific article; zbMATH DE number 578421 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- Adaptive sampling for Bayesian variable selection
- BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayes factors and marginal distributions in invariant situations
- Bayesian Graphical Models for Discrete Data
- Bayesian Model Averaging for Linear Regression Models
- Bayesian Variable Selection in Linear Regression
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Benchmark priors for Bayesian model averaging.
- Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
- Criteria for Bayesian model choice with application to variable selection
- Empirical Bayes vs. fully Bayes variable selection
- Evolutionary stochastic search for Bayesian model exploration
- Fully Bayes factors with a generalized \(g\)-prior
- Marginal Likelihood from the Gibbs Output
- Mixtures of g Priors for Bayesian Variable Selection
- Model uncertainty
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Statistical decision theory and Bayesian analysis. 2nd ed
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Intrinsic Bayes Factor for Model Selection and Prediction
- The horseshoe estimator for sparse signals
- The risk inflation criterion for multiple regression
Cited in
(21)- Economic variable selection
- Bayesian high-dimensional screening via MCMC
- Mixtures of g Priors for Bayesian Variable Selection
- Robustness of econometric variable selection methods
- Forecasting inflation using time-varying Bayesian model averaging
- A multi-row deletion diagnostic for influential observations in small-sample regressions
- Benchmark priors for Bayesian model averaging.
- Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
- Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
- Prior distributions for objective Bayesian analysis
- Can specific policy indicators identify reform priorities?
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- A weakly informative prior for Bayesian dynamic model selection with applications in fMRI
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size
- Mixtures of \(g\)-priors in generalized linear models
- Consistency of Bayes factor for nonnested model selection when the model dimension grows
- Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
- Variable selection and functional form uncertainty in cross-country growth regressions
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters
- Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering
- Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models
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