A class of shrinkage priors for the dependence structure in longitudinal data

DOI10.1016/j.jspi.2003.09.026zbMath1054.62019OpenAlexW2038101998MaRDI QIDQ1888833

Michael J. Daniels

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.026

zbMATH Keywords

Bayesian analysisCovariance matrixReference priorsObjective priorsGeneralized autoregressive parameters

Mathematics Subject Classification ID

Multivariate analysis (62H99) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items

Covariance estimation: the GLM and regularization perspectives ⋮ Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors

Uses Software

• itsmr

Cites Work

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