Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
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- Tsionas, Efthymios G. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2016. "Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 1-26.
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- 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.
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- Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
- Yang, Aijun & Jiang, Xuejun & Liu, Pengfei & Lin, Jinguan, 2016. "Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 241-247.
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- Shizhong Xu, 2007. "An Empirical Bayes Method for Estimating Epistatic Effects of Quantitative Trait Loci," Biometrics, The International Biometric Society, vol. 63(2), pages 513-521, June.
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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.
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- Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2013. "A Survey of L 1 Regression," International Statistical Review, International Statistical Institute, vol. 81(3), pages 361-387, December.
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