Objective Bayesian Variable Selection
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 101 (2006)
Issue (Month): (March)
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- Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
- Moreno, E. & Girón, F.J. & Martínez, M.L. & Vázquez-Polo, F.J. & Negrín, M.A., 2013. "Optimal treatments in cost-effectiveness analysis in the presence of covariates: Improving patient subgroup definition," European Journal of Operational Research, Elsevier, vol. 226(1), pages 173-182.
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- Kwon, Deukwoo & Landi, Maria Teresa & Vannucci, Marina & Issaq, Haleem J. & Prieto, DaRue & Pfeiffer, Ruth M., 2011. "An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2807-2818, October.
- Elías Moreno & F. Girón, 2008. "Comparison of Bayesian objective procedures for variable selection in linear regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(3), pages 472-490, November.
- Belitz, Christiane & Lang, Stefan, 2008. "Simultaneous selection of variables and smoothing parameters in structured additive regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 61-81, September.
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