
Consistency of hyper-$g$-prior-based Bayesian variable selection for generalized linear models
Author(s) -
Ho-Hsiang Wu,
Marco A. R. Ferreira,
Matthew E. Gompper
Publication year - 2016
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/15-bjps299
Subject(s) - mathematics , bayes factor , consistency (knowledge bases) , prior probability , bayesian probability , bayes' theorem , laplace's method , model selection , gaussian , statistics , discrete mathematics , physics , quantum mechanics