Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models

DOI10.1111/sjos.12617arXiv2208.09157MaRDI QIDQ6073439

Tatsuya Kubokawa, Haruki Kono

Publication date: 11 October 2023

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

Full work available at URL: https://arxiv.org/abs/2208.09157

zbMATH Keywords

consistencyhigh-dimensional datavariable selectioninformation criterionmixture distributionmultivariate linear regression

Mathematics Subject Classification ID

Statistics (62-XX)

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