Autore
Battagliese, DiegoTitolo
Extensions of the Univariate PC PriorPeriodico
Annali del Dipartimento di metodi e modelli per l'economia, il territorio e la finanzaAnno:
2020 - Volume:
21 - Pagina iniziale:
33 - Pagina finale:
46In the present paper, we describe and explore new methods for constructing joint penalised complexity prior distributions,PC priors hereafter, on the additive model components that build up a more flexible model starting from a base model which wouldnot include those components. Although, an extension to the multivariate case has been already proposed, it is difficult to handle,especially in high-dimensional problems. So, we need something more manageable, particularly for computational purposes.We propose two different constructions of the multivariate PC prior, one based on the conditional PC prior distributions via theHammersley-Clifford theorem, the other one based on the marginal PC prior distributions by means of a copula approach.
SICI: 2385-0825(2020)21<33:EOTUPP>2.0.ZU;2-J
Testo completo:
https://web.uniroma1.it/memotef/sites/default/files/Annali-2020_33-46_BattaglieseD.pdfEsportazione dati in Refworks (solo per utenti abilitati)
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