Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 100 (2005)
Issue (Month): (December)
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- Alhamzawi, Rahim & Yu, Keming, 2013. "Conjugate priors and variable selection for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 209-219.
- Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
- Nott, David J. & Leng, Chenlei, 2010. "Bayesian projection approaches to variable selection in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3227-3241, December.
- Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
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