Fully Bayes factors with a generalized g-prior

Details Fully Bayes factors with a generalized g-prior Fully Bayes factors with a generalized g-prior

2008-01-29

arxiv.org/abs/0801.4410v4

Annals of Statistics 2011, Vol. 39, No. 5, 2740-2765

Statistics

Methodology

Published in at http://dx.doi.org/10.1214/11-AOS917 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/11-AOS917

For the normal linear model variable selection problem, we propose selection
criteria based on a fully Bayes formulation with a generalization of Zellner's
$g$-prior which allows for $p>n$. A special case of the prior formulation is
seen to yield tractable closed forms for marginal densities and Bayes factors
which reveal new model evaluation characteristics of potential interest.

Affiliated with

Also associated with

No associations

Rating

Fully Bayes factors with a generalized g-prior does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fully Bayes factors with a generalized g-prior, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fully Bayes factors with a generalized g-prior will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-185212