Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
Hirofumi Michimae, Takeshi Emura
Topics & Concepts
Prior probabilityCopula (linguistics)MathematicsEstimatorBayesian multivariate linear regressionHyperparameterStatisticsFrequentist inferenceBayesian probabilityBayesian linear regressionRegressionMulticollinearityMultivariate statisticsEconometricsRegression analysisBayesian inferenceAlgorithmAdvanced Statistical Methods and ModelsStatistical Methods and InferenceAdvanced Statistical Process Monitoring