Bayesian assessment of dimensionality in reduced rank regression

DOI10.1111/j.1467-9574.2004.00108.xzbMath1059.62022MaRDI QIDQ4671010

Jukka Corander, Mattias Villani

Publication date: 23 April 2005

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2004.00108.x

zbMATH Keywords

cointegration; multivariate regression; growth curves; fractional Bayes

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F15: Bayesian inference

Related Items

BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION, Priors for the Long Run, A reduced-rank approach to predicting multiple binary responses through machine learning, Calibrated Bayes factors under flexible priors, Stability Approach to Regularization Selection for Reduced-Rank Regression, Prior distributions for objective Bayesian analysis, An oracle inequality for quasi-Bayesian nonnegative matrix factorization, A Bayesian Approach to Modelling Graphical Vector Autoregressions

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