Bayesian estimation of a covariance matrix with flexible prior specification (Q421411): Difference between revisions
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Revision as of 08:10, 29 February 2024
scientific article
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| English | Bayesian estimation of a covariance matrix with flexible prior specification |
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Bayesian estimation of a covariance matrix with flexible prior specification (English)
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23 May 2012
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Gibbs sampling
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hierarchical analysis
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importance sampling
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Laplacian approximation
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Markov chain Monte Carlo
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matrix logarithm transformation
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Metropolis-Hastings algorithm
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Volterra integral equation
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