Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise |
scientific article |
Statements
101
0 references
250-276
0 references
September 2016
0 references
