Bayesian bandwidth test and selection for high-dimensional banded precision matrices

DOI10.1214/19-BA1167zbMath1459.62086arXiv1804.08650OpenAlexW2950462788WikidataQ127641066 ScholiaQ127641066MaRDI QIDQ2226705

Lizhen Lin, Kyoungjae Lee

Publication date: 9 February 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.08650

zbMATH Keywords

bandwidth selectionprecision matrixCholesky factorconvergence rates of Bayes factor

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of parametric tests (62F05)

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