Bayes model averaging with selection of regressors

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 64, Issue 3, 2002, Pages 519-536

  Brown, Philip J ^a   Vannucci, M ^a   Fearn, T ^a  

^a UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Bayesian model averaging; Decision theory; Multivariate general linear model; QR updating; Ridge regression; Variable selection

Indexed keywords

EID: 0036020894     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00348     Document Type: Article

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