Pages that link to "Item:Q4962447"
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The following pages link to Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447):
Displaying 14 items.
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344) (← links)
- Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348) (← links)
- Tight risk bound for high dimensional time series completion (Q2137821) (← links)
- Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Bayesian singular value regularization via a cumulative shrinkage process (Q5093737) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- A Mode-Jumping Algorithm for Bayesian Factor Analysis (Q5881084) (← links)
- Structured prior distributions for the covariance matrix in latent factor models (Q6581682) (← links)
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)
- Scalable Bayesian Estimation in the Multinomial Probit Model (Q6620983) (← links)
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions (Q6649311) (← links)
