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