Spike and slab variable selection: Frequentist and Bayesian strategies

30 May 2005 Hemant Ishwaran J. Sunil Rao

Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model... (read more)

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  • STATISTICS THEORY
  • STATISTICS THEORY
  • 62J07 (PRIMARY) 62J05. (SECONDARY)