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Bayesian variable selection using an adaptive powered correlation prior

The problem of selecting the correct subset of predictors within a linear model has received much attention in recent literature. Within the Bayesian framework, a popular choice of prior has been Zellner's g-prior which is based on the inverse of empirical covariance matrix of the predictors. A...

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Main Authors: Krishna, Arun, Bondell, Howard D., Ghosh, Sujit K.
Formato: Artigo
Idioma:Inglês
Publicado: 2009
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC2772159/
https://ncbi.nlm.nih.gov/pubmed/19890453
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2008.12.004
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