The Grouped Horseshoe distribution and its statistical properties
Statistics Theory
2024-07-17 v1 Statistics Theory
Abstract
The Grouped Horseshoe distribution arises from hierarchical structures in the recent Bayesian methodological literature aimed at selection of groups of regression coefficients. We isolate this distribution and study its properties concerning Bayesian statistical inference. Most, but not all, of the properties of the univariate Horseshoe distribution are seen to transfer to the grouped case.
Keywords
Cite
@article{arxiv.2407.11423,
title = {The Grouped Horseshoe distribution and its statistical properties},
author = {Virginia X. He and Matt P. Wand},
journal= {arXiv preprint arXiv:2407.11423},
year = {2024}
}