Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse seemingly unrelated regression modelling: applications in finance and econometrics |
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Sparse seemingly unrelated regression modelling: applications in finance and econometrics (English)
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14 April 2014
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dynamic linear model
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Gaussian graphical model
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hyper-inverse Wishart distribution
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marginal likelihood
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Markov chain Monte Carlo
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variable selection
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