Bayesian assessment of dimensionality in reduced rank regression (Q4671010): Difference between revisions

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scientific article; zbMATH DE number 2161000
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Bayesian assessment of dimensionality in reduced rank regression
scientific article; zbMATH DE number 2161000

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    Bayesian assessment of dimensionality in reduced rank regression (English)
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    23 April 2005
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    cointegration
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    fractional Bayes
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    growth curves
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    multivariate regression
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