Bayesian variable selection for finite mixture model of linear regressions
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DOI: 10.1016/j.csda.2015.09.005
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References listed on IDEAS
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Cited by:
- Saverio Ranciati & Giuliano Galimberti & Gabriele Soffritti, 2019. "Bayesian variable selection in linear regression models with non-normal errors," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 323-358, June.
- Gustavo Alexis Sabillón & Luiz Gabriel Fernandes Cotrim & Daiane Aparecida Zuanetti, 2023. "A data-driven reversible jump for estimating a finite mixture of regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 350-369, March.
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Keywords
Gibbs sampler; Median probability criterion; Sparsity; Stochastic search variable selection;All these keywords.
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