Bayesian inference for a covariance matrix (Q1208638): Difference between revisions
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| Property / DOI: 10.1214/aos/1176348885 / rank | |||
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| Property / author: Thomas Leonard / rank | |||
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Latest revision as of 16:16, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for a covariance matrix |
scientific article |
Statements
Bayesian inference for a covariance matrix (English)
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16 May 1993
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hierarchical prior
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matrix exponential
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intraclass hypothesis
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Bayesian marginalization
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exchangeable distribution
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class of prior distributions
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multivariate normal distribution
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empirical Bayes smoothing
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inverted Wishart distribution
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likelihood approximation
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matrix logarithm
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Bellman's iterative solution
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hierarchical Bayesian estimation
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finite sample inference techniques
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asymptotic frequency properties
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covariance matrices
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