Bayesian regression based on principal components for high-dimensional data

DOI10.1016/j.jmva.2013.02.002zbMath1279.62064MaRDI QIDQ391598

Hee-Seok Oh, Jaeyong Lee

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.002

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62P12: Applications of statistics to environmental and related topics

62F15: Bayesian inference

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