A note on consistency of Bayesian high-dimensional variable selection under a default prior

DOI10.1002/STA4.282MaRDI QIDQ6541571FDOQ6541571

Authors: Min Hua, Gyuhyeong Goh 

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

model selection consistencyBayesian asymptoticshigh-dimensional linear regressionZellner's \(g\)-priorlarge \(p\) small \(n\) problem

Mathematics Subject Classification ID

Statistics (62-XX)

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