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Bayesian High-Dimensional Regression for Change Point Analysis
In many econometrics applications, the dataset under investigation spans heterogeneous regimes that are more appropriately modeled using piece-wise components for each of the data segments separated by change-points. We consider using Bayesian high-dimensional shrinkage priors in a change point sett...
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| Publicado en: | Stat Interface |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
2019
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6753958/ https://ncbi.nlm.nih.gov/pubmed/31543930 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.4310/SII.2019.v12.n2.a6 |
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