Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138): Difference between revisions

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English	Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors	scientific article

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instance of

scholarly article

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title

Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (English)

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author

Michael J. Daniels

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published in

Journal of Multivariate Analysis

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publication date

9 June 2006

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zbMATH Keywords

Cholesky decomposition

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spectral decomposition

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variance-correlation decomposition

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Markov chain Monte Carlo

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Bayes factor

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improper priors

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2005.06.001

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cites work

Bayesian Analysis of Binary and Polychotomous Response Data

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Model-Based Gaussian and Non-Gaussian Clustering

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Q4525819

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Spectral models for covariance matrices

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Marginal Likelihood from the Gibbs Output

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A prior for the variance in hierarchical models

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A class of shrinkage priors for the dependence structure in longitudinal data

0 references

Reparameterizing the Pattern Mixture Model for Sensitivity Analyses Under Informative Dropout

0 references

Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models

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Shrinkage Estimators for Covariance Matrices

0 references

Bayesian analysis of covariance matrices and dynamic models for longitudinal data

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The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters

0 references

Asymptotic theory for common principal component analysis

0 references

Q3994761

0 references

Model choice: a minimum posterior predictive loss approach

0 references

Linear Mixed Models with Heterogeneous within-Cluster Variances

0 references

The comparison of sample covariance matrices using likelihood ratio tests

0 references

Inequalities: theory of majorization and its applications

0 references

Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation

0 references

Dynamic Conditionally Linear Mixed Models for Longitudinal Data

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Simultaneous modelling of the Cholesky decomposition of several covariance matrices

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Q4727203

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Q4272782

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Bayesian Measures of Model Complexity and Fit

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Bayesian analysis of vector-autoregressive models with noninformative priors.

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Q4272815

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Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio

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Estimation of a covariance matrix using the reference prior

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Identifiers

zbMATH Open document ID

1089.62025

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Mathematics Subject Classification ID

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10.1016/J.JMVA.2005.06.001

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Sitelinks

Mathematics(1 entry)

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+Marginal Likelihood from the Gibbs Output
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@@ Property / cites work: A prior for the variance in hierarchical models / rank @@
+Normal rank
@@ Property / cites work @@
+A class of shrinkage priors for the dependence structure in longitudinal data
+Normal rank
@@ Property / cites work @@
+Reparameterizing the Pattern Mixture Model for Sensitivity Analyses Under Informative Dropout
+Normal rank
@@ Property / cites work @@
+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
+Normal rank
@@ Property / cites work @@
+Shrinkage Estimators for Covariance Matrices
@@ Property / cites work: Shrinkage Estimators for Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of covariance matrices and dynamic models for longitudinal data
+Normal rank
@@ Property / cites work @@
+The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for common principal component analysis
+Normal rank
@@ Property / cites work @@
+Q3994761
@@ Property / cites work: Q3994761 / rank @@
+Normal rank
@@ Property / cites work @@
+Model choice: a minimum posterior predictive loss approach
+Normal rank
@@ Property / cites work @@
+Linear Mixed Models with Heterogeneous within-Cluster Variances
+Normal rank
@@ Property / cites work @@
+The comparison of sample covariance matrices using likelihood ratio tests
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
+Normal rank
@@ Property / cites work @@
+Dynamic Conditionally Linear Mixed Models for Longitudinal Data
+Normal rank
@@ Property / cites work @@
+Simultaneous modelling of the Cholesky decomposition of several covariance matrices
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272782
@@ Property / cites work: Q4272782 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
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+Normal rank
@@ Property / cites work @@
+Bayesian analysis of vector-autoregressive models with noninformative priors.
+Normal rank
@@ Property / cites work @@
+Q4272815
@@ Property / cites work: Q4272815 / rank @@
+Normal rank
@@ Property / cites work @@
+Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix using the reference prior
+Normal rank
@@ Property / DOI @@
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