A characterization of consistency of model weights given partial information in normal linear models
We characterize the consistency of posterior model probabilities that are computed conditional on affine functions of the outcome variable for normal linear models.
Year of publication: |
2004
|
---|---|
Authors: | Wong, Hubert ; Clarke, Bertrand |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 68.2004, 1, p. 27-37
|
Publisher: |
Elsevier |
Keywords: | Consistency Posterior probabilities Model averaging Partial information |
Saved in:
Saved in favorites
Similar items by person
-
Information optimality and Bayesian modelling
Clarke, Bertrand, (2007)
-
Ayas, Najib T., (2007)
-
STELLENANZEIGEN/FÜR SIE GELESEN
Sharpe, Robert, (2010)
- More ...