On the half-cauchy prior for a global scale parameter

Bayesian Analysis

Volumn 7, Issue 4, 2012, Pages 887-902

  Polson, Nicholas G ^a   Scott, James G ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Hierarchical models; Normal scale mixtures; Shrinkage

Indexed keywords

EID: 84872515955     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/12-BA730     Document Type: Article

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