Inference with normal-gamma prior distributions in regression problems
نویسندگان
چکیده
منابع مشابه
Inference with normal-gamma prior distributions in regression problems
This paper considers the effects of placing an absolutely continuous prior distribution on the regression coefficients of a linear model. We show that the posterior expectation is a matrix-shrunken version of the least squares estimate where the shrinkage matrix depends on the derivatives of the prior predictive density of the least squares estimate. The special case of the normal-gamma prior, ...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2010
ISSN: 1936-0975
DOI: 10.1214/10-ba507