"Bayes shrinkage estimation for high-dimensional VAR models with scale ..."

Namgil Lee, Hyemi Choi, Sung-Ho Kim (2016)

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DOI: 10.1016/J.CSDA.2016.03.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Namgil Lee, Hyemi Choi, Sung-Ho Kim:
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise. Comput. Stat. Data Anal. 101: 250-276 (2016)

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