gBF: A Fully Bayes Factor with a Generalized g-prior
暂无分享,去创建一个
[1] Clifford M. Hurvich,et al. Regression and time series model selection in small samples , 1989 .
[2] George Casella,et al. Condition Numbers and Minimax Ridge Regression Estimators , 1985 .
[3] H. Zou,et al. Regularization and variable selection via the elastic net , 2005 .
[4] J. Geluk,et al. Regular variation, extensions and Tauberian theorems , 1987 .
[5] H. Zou. The Adaptive Lasso and Its Oracle Properties , 2006 .
[6] William E. Strawderman,et al. A new class of generalized Bayes minimax ridge regression estimators , 2004 .
[7] G. Schwarz. Estimating the Dimension of a Model , 1978 .
[8] Edward I. George,et al. Empirical Bayes vs. Fully Bayes Variable Selection , 2008 .
[9] Dean Phillips Foster,et al. Calibration and Empirical Bayes Variable Selection , 1997 .
[10] W. Strawderman. Proper Bayes Minimax Estimators of the Multivariate Normal Mean , 1971 .
[11] M. Clyde,et al. Mixtures of g Priors for Bayesian Variable Selection , 2008 .
[12] H. Akaike. A new look at the statistical model identification , 1974 .
[13] George Casella,et al. Minimax Ridge Regression Estimation , 1980 .
[14] Dean P. Foster,et al. The risk inflation criterion for multiple regression , 1994 .
[15] M. Steel,et al. Benchmark Priors for Bayesian Model Averaging , 2001 .
[16] Wenjiang J. Fu,et al. Asymptotics for lasso-type estimators , 2000 .
[17] A. Zellner,et al. Posterior odds ratios for selected regression hypotheses , 1980 .
[18] R. Tibshirani. Regression Shrinkage and Selection via the Lasso , 1996 .