Achieving shrinkage in a time-varying parameter model framework (Q89526)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Achieving shrinkage in a time-varying parameter model framework |
scientific article |
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210
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1
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75-97
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May 2019
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30 April 2019
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Achieving shrinkage in a time-varying parameter model framework (English)
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Bayesian inference
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Bayesian Lasso
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double gamma prior
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hierarchical priors
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Kalman filter
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log predictive density scores
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normal-gamma prior
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sparsity
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state space model
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