Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683)
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scientific article; zbMATH DE number 1924798
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| English | Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models |
scientific article; zbMATH DE number 1924798 |
Statements
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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0.8995844125747681
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0.7797272801399231
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0.7728542685508728
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0.7676602005958557
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0.761641800403595
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