High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502): Difference between revisions

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+Generalized double Pareto shrinkage
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+Posterior consistency in linear models under shrinkage priors
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+Regularized estimation in sparse high-dimensional time series models
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+Q5502127
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+Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
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+The horseshoe estimator for sparse signals
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+Forecasting and conditional projection using realistic prior distributions
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+Asymptotic normality of posterior distributions in high-dimensional linear models
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+Inference with normal-gamma prior distributions in regression problems
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+Penalized regression, standard errors, and Bayesian Lassos
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+Bayesian regression based on principal components for high-dimensional data
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+Q4637041
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+The Bayesian Lasso
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+Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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