Pages that link to "Item:Q2892101"
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The following pages link to Structuring shrinkage: some correlated priors for regression (Q2892101):
Displaying 13 items.
- Shrinkage structure in biased regression (Q151044) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Some priors for sparse regression modelling (Q908027) (← links)
- Hierarchical shrinkage priors for regression models (Q1699645) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- PC priors for residual correlation parameters in one-factor mixed models (Q2220301) (← links)
- Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
- Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
- Model selection in quantile regression models (Q5130158) (← links)
- Local Shrinkage Rules, Lévy Processes and Regularized Regression (Q5743138) (← links)
- A Regression Modeling Approach to Structured Shrinkage Estimation (Q6110692) (← links)
- Structured Shrinkage Priors (Q6552519) (← links)
- Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data (Q6628692) (← links)