Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors

DOI10.1007/S00180-022-01258-9MaRDI QIDQ6177003zbMATH OpenFDO

Authors Abdul Salam, Marco Grzegorczyk

Publication date 29 August 2023

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-022-01258-9

zbMATH Keywords

exact Bayesian model averagingGaussian Bayesian networksmultivariate Bayesian linear regressionseemingly unrelated regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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