Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439)

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scientific article; zbMATH DE number 7748376
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Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
scientific article; zbMATH DE number 7748376

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    Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (English)
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    11 October 2023
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    consistency
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    high-dimensional data
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    information criterion
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    mixture distribution
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    multivariate linear regression
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    variable selection
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