Consistency of spike and slab regression

DOI10.1016/j.spl.2011.08.005zbMath1225.62096MaRDI QIDQ645450

J. Sunil Rao, Hemant Ishwaran

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.005

zbMATH Keywords

rescaling; posterior mean; shrinkage; oracle property; two-component prior

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F15: Bayesian inference

Related Items

On oracle property and asymptotic validity of Bayesian generalized method of moments, Bayesian variable selection with shrinking and diffusing priors, A hierarchical Bayesian approach for examining heterogeneity in choice decisions, Bayesian estimation of sparse signals with a continuous spike-and-slab prior, On Bayesian oracle properties

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