Pages that link to "Item:Q5928977"
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The following pages link to Benchmark priors for Bayesian model averaging. (Q5928977):
Displaying 50 items.
- Complete subset regressions (Q134090) (← links)
- Posterior model consistency in variable selection as the model dimension grows (Q254450) (← links)
- Approximate Bayesian model selection with the deviance statistic (Q254453) (← links)
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size (Q254923) (← links)
- Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors (Q273624) (← links)
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
- A matrix exponential spatial specification (Q280275) (← links)
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models (Q291119) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
- Can specific policy indicators identify reform priorities? (Q367586) (← links)
- Bayes factor consistency for nested linear models with a growing number of parameters (Q389299) (← links)
- On efficient calculations for Bayesian variable selection (Q434881) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- A two-component \(G\)-prior for variable selection (Q516468) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Variable selection and functional form uncertainty in cross-country growth regressions (Q528109) (← links)
- On objective priors for testing hypotheses about some Poisson models (Q538229) (← links)
- False posteriors for the long-term growth determinants (Q617554) (← links)
- Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis (Q661177) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
- Bayesian structured variable selection in linear regression models (Q737001) (← links)
- Cross-validation prior choice in Bayesian probit regression with many covariates (Q746215) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
- Gaussian Bayesian network comparisons with graph ordering unknown (Q830485) (← links)
- Computation for intrinsic variable selection in normal regression models via expected-posterior prior (Q892429) (← links)
- On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model (Q893952) (← links)
- Spatial Bayesian variable selection models on functional magnetic resonance imaging time-series data (Q899050) (← links)
- Semiparametric Bayesian inference for stochastic frontier models (Q899522) (← links)
- Compatibility of prior specifications across linear models (Q908147) (← links)
- Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer (Q933646) (← links)
- Bayesian curve estimation by model averaging (Q959195) (← links)
- Bayesian multinomial regression with class-specific predictor selection (Q999673) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Bayesian variable selection using an adaptive powered correlation prior (Q1022001) (← links)
- A naïve sticky information model of households' inflation expectations (Q1042358) (← links)
- Decomposing posterior variance (Q1417812) (← links)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
