Pages that link to "Item:Q1888833"
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The following pages link to A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833):
Displaying 3 items.
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Structuring shrinkage: some correlated priors for regression (Q2892101) (← links)