Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
نویسندگان
چکیده
منابع مشابه
Multivariate Bayesian variable selection and prediction
The multivariate regression model is considered with p regressors. A latent vector with p binary entries serves to identify one of two types of regression coef®cients: those close to 0 and those not. Specializing our general distributional setting to the linear model with Gaussian errors and using natural conjugate prior distributions, we derive the marginal posterior distribution of the binary...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2020
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2020.1739534