Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions

DOI10.1007/s10182-023-00489-5MaRDI QIDQ6649311

Christian Aßmann, Jens Boysen-Hogrefe, Markus Pape

Publication date: 5 December 2024

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

zbMATH Keywords

model selectionStiefel manifoldBayesian estimationpost-processingorthogonal transformationreduced rank regressionposterior predictive assessment

Mathematics Subject Classification ID

Statistics (62-XX)

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