Bayesian assessment of dimensionality in reduced rank regression-Reference-Cited by-同舟云学术

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Bayesian assessment of dimensionality in reduced rank regression

Published:2004-08 Issue:3 Volume:58 Page:255-270
ISSN:0039-0402
Container-title:Statistica Neerlandica
language:en
Short-container-title:Statistica Neerland

Author:

Corander Jukka,Villani Mattias

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9574.2004.00108.x/fullpdf

Reference28 articles.

1. Estimation for Partially Nonstationary Multivariate Autoregressive Models

2. A new look at the statistical model identification

3. Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

4. Inference in linear models

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