Bayesian assessment of dimensionality in reduced rank regression

DOI10.1111/j.1467-9574.2004.00108.xzbMath1059.62022OpenAlexW2042712612MaRDI 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

cointegrationmultivariate regressiongrowth curvesfractional Bayes

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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