Bayesian inference for a covariance matrix (Q1208638): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:32, 5 March 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)
0 references
16 May 1993
0 references
hierarchical prior
0 references
matrix exponential
0 references
intraclass hypothesis
0 references
Bayesian marginalization
0 references
exchangeable distribution
0 references
class of prior distributions
0 references
multivariate normal distribution
0 references
empirical Bayes smoothing
0 references
inverted Wishart distribution
0 references
likelihood approximation
0 references
matrix logarithm
0 references
Bellman's iterative solution
0 references
hierarchical Bayesian estimation
0 references
finite sample inference techniques
0 references
asymptotic frequency properties
0 references
covariance matrices
0 references
