The EAS approach for graphical selection consistency in vector autoregression models

DOI10.1002/cjs.11726arXiv1906.04812OpenAlexW2951104656MaRDI QIDQ6059467

Yuying Xie, Jan Hannig, Jonathan P. Williams

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.04812

zbMATH Keywords

empirical Bayesgeneralized fiducial inferencelarge-sample propertieshigh-dimensional model selectiongraph selection

Mathematics Subject Classification ID

Statistics (62-XX)

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