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Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors

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  • Subahdip Pal
  • Kshitij Khare
  • James P. Hobert

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Suggested Citation

  • Subahdip Pal & Kshitij Khare & James P. Hobert, 2017. "Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 307-323, June.
    • Handle: RePEc:bla:scjsta:v:44:y:2017:i:2:p:307-323
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    File URL: http://hdl.handle.net/10.1111/sjos.12254
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    References listed on IDEAS

    as
    1. Anirban Bhattacharya & Debdeep Pati & Natesh S. Pillai & David B. Dunson, 2015. "Dirichlet--Laplace Priors for Optimal Shrinkage," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1479-1490, December.
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    Cited by:

    1. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
    2. Kshitij Khare & Malay Ghosh, 2022. "MCMC Convergence for Global-Local Shrinkage Priors," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 211-234, September.

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