Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju (Department of Information Statistics, Kangwon National University)
  • Published : 2006.04.01
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Abstract

Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.

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References

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