Namgil Lee

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
VARshrink2019-10-09Software
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
Computational Statistics and Data Analysis
2018-08-15Paper
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
Computational Statistics and Data Analysis
2016-09-01Paper


Research outcomes over time


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