Bayesian Approaches to Shrinkage and Sparse Estimation |
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| Author:
| Korobilis, Dimitris
Shimizu, Kenichi |
| Series title: | Foundations and Trends in Econometrics Ser. |
| ISBN: | 978-1-63828-034-7 |
| Publication Date: | Jun 2022 |
| Publisher: | Now Publishers
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| Book Format: | Paperback |
| List Price: | USD $90.00 |
Book Description:
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Bayesian Approaches to Shrinkage and Sparse Estimation introduces the reader to the world of Bayesian model determination by surveying modern shrinkage and variable selection algorithms and methodologies.
Bayesian Approaches to Shrinkage and Sparse Estimation introduces the reader to the world of Bayesian model determination by surveying modern shrinkage and variable selection algorithms and methodologies.