Computation for intrinsic variable selection in normal regression models via expected-posterior prior

Statistics and Computing

Volumn 23, Issue 4, 2013, Pages 491-499

  Fouskakis, D ^a   Ntzoufras, I ^b  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Bayesian variable selection; Expected posterior priors; Imaginary data; Intrinsic priors; Jeffreys prior; Normal regression models; Objective model selection methods

Indexed keywords

EID: 84878981795     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-012-9325-9     Document Type: Article

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