Bayesian nonparametric sparse VAR models (Q2323368)
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scientific article; zbMATH DE number 7100392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian nonparametric sparse VAR models |
scientific article; zbMATH DE number 7100392 |
Statements
Bayesian nonparametric sparse VAR models (English)
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2 September 2019
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Bayesian nonparametrics
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Bayesian model selection
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connectedness
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large vector autoregression
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multilayer networks
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network communities
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shrinkage
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0.8179386854171753
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0.8000153303146362
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0.7847768068313599
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0.7714884877204895
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