Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683): Difference between revisions
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Revision as of 19:54, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models |
scientific article |
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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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