Model selection via adaptive shrinkage with t priors
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Volume (Year): 25 (2010)
Issue (Month): 3 (September)
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References listed on IDEAS
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- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Smith, M. & Kohn, R., .
"Nonparametric Regression using Bayesian Variable Selection,"
Statistics Working Paper
_009, Australian Graduate School of Management.
- Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.
- Park, Trevor & Casella, George, 2008. "The Bayesian Lasso," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 681-686, June.
- Yuan, Ming & Lin, Yi, 2005. "Efficient Empirical Bayes Variable Selection and Estimation in Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1215-1225, December.
- Geweke, J, 1993. "Bayesian Treatment of the Independent Student- t Linear Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S19-40, Suppl. De.
- Casella, George & Moreno, Elias, 2006. "Objective Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 157-167, March.
- Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
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