HDBEN jointly estimates mean and log-variance coefficients with Bayesian elastic net priors, claiming posterior concentration, selection consistency, and asymptotic normality.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2025 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Heteroscedastic Double Bayesian Elastic Net
HDBEN jointly estimates mean and log-variance coefficients with Bayesian elastic net priors, claiming posterior concentration, selection consistency, and asymptotic normality.