"The beta-mixture shrinkage prior for sparse covariances with near-minimax ..."

Kyoungjae Lee, Seongil Jo, Jaeyong Lee (2022)

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DOI: 10.1016/J.JMVA.2022.105067

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type: Journal Article

metadata version: 2024-03-07

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Kyoungjae Lee, Seongil Jo, Jaeyong Lee:
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate. J. Multivar. Anal. 192: 105067 (2022)

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