Variable Selection and Covariance Selection in Multivariate Regression Models

Handbook of Statistics

Volumn 25, Issue , 2005, Pages 519-552

  Cripps, Edward ^a   Carter, Chris ^a   Kohn, Robert ^a  

^a NONE

Author keywords

cross sectional regression; longitudinal data; Markov chain Monte Carlo; model averaging

Indexed keywords

EID: 39149120935     PISSN: 01697161     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0169-7161(05)25018-6     Document Type: Review

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