Bayesian sparse reduced rank multivariate regression

Goh, G; Dey, DK; Chen, K

Goh, G (reprint author), Kansas State Univ, Dept Stat, Manhattan, KS 66506 USA.

JOURNAL OF MULTIVARIATE ANALYSIS, 2017; 157 ( ): 14

Abstract

Many modern statistical problems can be cast in the framework of multivariate regression, where the main task is to make statistical inference for a p......

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