Bayesian variable selection using an adaptive powered correlation prior

Arun Krishna; Howard D. Bondell; Sujit K. Ghosh

doi:10.1016/j.jspi.2008.12.004

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JOURNAL ARTICLE

Bayesian variable selection using an adaptive powered correlation prior

Arun Krishna Howard D. Bondell Sujit K. Ghosh

Year: 2008 Journal: Journal of Statistical Planning and Inference Vol: 139 (8)Pages: 2665-2674 Publisher: Elsevier BV

DOI: 10.1016/j.jspi.2008.12.004

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Keywords:

Mathematics Covariance Prior probability Bayes' theorem Covariance matrix Econometrics Bayesian probability Statistics Seemingly unrelated regressions Model selection

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Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Bayesian variable selection using an adaptive powered correlation prior

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