Bayesian shrinkage inference for seemingly unrelated regression models
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Cites work
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- A Statistical View of Some Chemometrics Regression Tools
- Analysis of multi-stage convex relaxation for sparse regularization
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Efficient estimation for error component seemingly unrelated nonparametric regression models
- Estimation of high-dimensional seemingly unrelated regression models
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- scientific article; zbMATH DE number 941484 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference for seemingly unrelated linear mixed models
- M Estimation of Multivariate Regressions
- Mean field variational Bayes for elaborate distributions
- Nearly unbiased variable selection under minimax concave penalty
- On seemingly unrelated regressions with uniform correlation error
- Penalized regression, standard errors, and Bayesian Lassos
- Regularization and Variable Selection Via the Elastic Net
- Robust Bayesian seemingly unrelated regression model
- Robust estimation of the SUR model
- Robust inference for seemingly unrelated regression models
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The horseshoe estimator for sparse signals
- Uncertainty quantification in Bayesian reduced-rank sparse regressions
- Variable selection for uncertain regression models based on elastic net method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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