Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction

From MaRDI portal
Publication:6562800
Jump to:navigation, search

DOI10.1080/00031305.2022.2087735MaRDI QIDQ6562800FDOQ6562800


Authors: Xun Li, Joyee Ghosh Edit this on Wikidata


Publication date: 27 June 2024

Published in: The American Statistician (Search for Journal in Brave)






Mathematics Subject Classification ID

Statistics (62-XX)


Cites Work

  • High-dimensional multivariate posterior consistency under global-local shrinkage priors
  • The horseshoe estimator for sparse signals
  • Title not available (Why is that?)
  • The choice of variables in multivariate regression: a non-conjugate Bayesian decision theory approach
  • Bayesian variable selection for multioutcome models through shared shrinkage
  • Bayesian negative binomial regression model with unobserved covariates for predicting the frequency of north atlantic tropical storms
  • A computationally efficient Bayesian seemingly unrelated regressions model for high-dimensional quantitative trait loci discovery
  • Two-level stochastic search variable selection in GLMs with missing predictors






This page was built for publication: A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6562800)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6562800&oldid=40095288"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 13 February 2025, at 17:07. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki