Bayesian variable selection for non-Gaussian responses: a marginally calibrated copula approach
We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This allows the marginal distribution of the dependent variable to...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
John Wiley and Sons Inc
2021
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |