Bayesian variable selection and model averaging in the arbitrage pricing theory model

DOI10.1016/j.csda.2009.09.034zbMath1284.91594OpenAlexW2067153774MaRDI QIDQ2445778

Yanyan Li

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.034

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (2)

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market ⋮ Special issue on variable selection and robust procedures

Cites Work

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