Mixtures of g Priors for Bayesian Variable Selection
Top Cited Papers
- 1 March 2008
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 103 (481) , 410-423
- https://doi.org/10.1198/016214507000001337
Abstract
Zellner's g prior remains a popular conventional prior for use in Bayesian variable selection, despite several undesirable consistency issues. In this article we study mixtures of g priors as an al...Keywords
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