Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients

DOI10.1007/s00180-022-01213-8zbMath1505.62291MaRDI QIDQ2095777

Takeshi Emura, Hirofumi Michimae

Publication date: 15 November 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-022-01213-8

zbMATH Keywords

copula; ridge regression; Bayesian regression; vine copula

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Uses Software

• blasso
• Stan
• RStan
• rstan

Cites Work

• Stan