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

DOI10.1007/s00180-022-01258-9MaRDI QIDQ6177003

Abdul Salam, Unnamed Author

Publication date: 29 August 2023

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

seemingly unrelated regressionGaussian Bayesian networksexact Bayesian model averagingmultivariate Bayesian linear regression

Mathematics Subject Classification ID

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

Cites Work

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