MBSP (Q37358)
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Multivariate Bayesian Model with Shrinkage Priors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | MBSP |
Multivariate Bayesian Model with Shrinkage Priors |
Statements
19 July 2025
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Gibbs sampler for fitting multivariate Bayesian linear regression with shrinkage priors (MBSP), using the three parameter beta normal family. The method is described in Bai and Ghosh (2018) <doi:10.1016/j.jmva.2018.04.010>.
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