Penalized regression, standard errors, and Bayesian Lassos

Kyung, Minjung, Gill, Jeff, Ghosh, Malay, Casella, George . Bayesian Analysis 2010. 5 (2) :369-412

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Bibtex

@article{CIS-245191,
  Author = {Kyung, Minjung and Gill, Jeff and Ghosh, Malay and Casella, George},
  Title = {Penalized regression, standard errors, and Bayesian Lassos},
  Journal = {Bayesian Analysis},
  Volume = {5},
  Number = {2},
  Year = {2010},
  Pages = {369--412},
  Keywords = {Geometric ergodicity, Variable selection, Gibbs sampling, hierarchical models}
}

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