Bayesian regression based on principal components for high-dimensional data

DOI10.1016/j.jmva.2013.02.002zbMath1279.62064OpenAlexW2012290155MaRDI QIDQ391598

Hee-Seok Oh, Jaeyong Lee

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.002

Mathematics Subject Classification ID

Related Items (4)

Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors ⋮ Sampling properties of the Bayesian posterior mean with an application to WALS estimation ⋮ Spatially Dependent Multiple Testing Under Model Misspecification, With Application to Detection of Anthropogenic Influence on Extreme Climate Events ⋮ High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models

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