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Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (2010)

First Author: Gramacy R

Attributed to: Trans-Dimensional Markov Chain Simulation for both Bayesian and Classical Model Determination funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/10-ba602

Publication URI: http://dx.doi.org/10.1214/10-ba602

Type: Journal Article/Review

Parent Publication: Bayesian Analysis

Issue: 2