Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683): Difference between revisions

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Latest revision as of 10:24, 30 July 2024

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Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
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    Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (English)
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    9 June 2003
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    VAR
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    noninformative priors
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    constant priors
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    shrinkage priors
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    reference priors
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    Jeffreys' prior
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    Minnesota prior
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