A conditional Lindley paradox in Bayesian linear models

DOI10.1093/biomet/asw037zbMath1506.62346OpenAlexW2529433972MaRDI QIDQ5384427

Agniva Som, Steven N. MacEachern, Christopher M. Hans

Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asw037

zbMATH Keywords

model selectionshrinkage estimatorLindley's paradoxinformation paradoxmixture of normal distributionsBayesian linear model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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