A unified view on Bayesian varying coefficient models
نویسندگان
چکیده
منابع مشابه
A Unified Variable Selection Approach for Varying Coefficient Models
In varying coefficient models, three types of variable selection problems are of practical interests: separation of varying and constant effects, selection of variables with nonzero varying effects, and selection of variables with nonzero constant effects. Existing variable selection methods in the literature often focus on only one of the three types. In this paper, we develop a unified variab...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1653