Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439)
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scientific article; zbMATH DE number 7748376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models |
scientific article; zbMATH DE number 7748376 |
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Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (English)
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11 October 2023
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consistency
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high-dimensional data
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information criterion
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mixture distribution
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multivariate linear regression
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variable selection
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