Fully bayes factors with a generalized g-prior

Annals of Statistics

Volumn 39, Issue 5, 2011, Pages 2740-2765

  Maruyama, Yuzo ^a   George, Edward I ^b  

^a UNIVERSITY OF TOKYO   (Japan)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Bayes factor; Model selection consistency; Ridge regression; Singular value decomposition; Variable selection

Indexed keywords

EID: 84868212361     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS917     Document Type: Article

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