High dimensional structured additive regression models: Bayesian regularization, smoothing and predictive performance

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 60, Issue 1, 2011, Pages 51-70

  Kneib, Thomas ^a   Konrath, Susanne ^b   Fahrmeir, Ludwig ^b  

^a UNIVERSITY OF OLDENBURG   (Germany)

^b UNIVERSITY OF MUNICH   (Germany)

Author keywords

Bayesian lasso; Laplace prior; Markov chain Monte Carlo methods; Markov random fields; Penalized splines; Ridge regression; Scale mixtures

Indexed keywords

EID: 79952590314     PISSN: 00359254     EISSN: 14679876     Source Type: Journal    
DOI: 10.1111/j.1467-9876.2010.00723.x     Document Type: Article

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