Comparison of Bayesian objective procedures for variable selection in linear regression

被引：0
作者：
Elías Moreno
F. Javier Girón
机构：
[1] Universidad de Granada,Departamento de Estadística
[2] Universidad de Málaga,Departamento de Estadística
来源：
TEST | 2008年 / 17卷
关键词：
Encompassing; Intrinsic priors; Linear regression; Model selection; Reference priors; 62F15; 62F25; 62B10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In the objective Bayesian approach to variable selection in regression a crucial point is the encompassing of the underlying nonnested linear models. Once the models have been encompassed, one can define objective priors for the multiple testing problem involved in the variable selection problem.
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收藏
页码：472 / 490
页数：18
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