Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation

DOI10.1016/j.jspi.2022.03.003OpenAlexW3159784232WikidataQ114154284 ScholiaQ114154284MaRDI QIDQ2156815

Malay Ghosh, Yisha Yao, Ruo-Yang Zhang

Publication date: 20 July 2022

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

Full work available at URL: https://arxiv.org/abs/2104.12060

zbMATH Keywords

pseudo-likelihoodshrinkage priorsposterior consistency

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• GGMncv
• CVglasso

Cites Work

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