Quotation Frühwirth-Schnatter, Sylvia. 2020. Triple the gamma - A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. 14th International Conference on Computational and Financial Econometrics (CFE 2020), Virtual Conference, Großbritannien, 19.12.-21.12. Invited Talk


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Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Triple the gamma - A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models
Event 14th International Conference on Computational and Financial Econometrics (CFE 2020)
Year 2020
Date 19.12.-21.12.
Country United Kingdom
Location Virtual Conference
URL http://www.cfenetwork.org/CFE2020/
Invited Talk Y

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Frühwirth-Schnatter, Sylvia (Details)
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Institute for Statistics and Mathematics IN (Details)
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