Wishart distributions for decomposable covariance graph models (Q2429939): Difference between revisions

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+Wishart distributions on homogeneous cones
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+On the convergence of the Markov chain simulation method
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+Estimation of a covariance matrix with zeros
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+Enriched conjugate and reference priors for the Wishart family on symmetric cones
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+Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
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+Q3125701
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+Bayesian analysis of covariance matrices and dynamic models for longitudinal data
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+Hyper Markov laws in the statistical analysis of decomposable graphical models
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+Conjugate priors for exponential families
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+Graphical methods for efficient likelihood inference in Gaussian covariance models
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+Introduction to Graphical Modelling
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+Positive definite completions of partial Hermitian matrices
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+On identification of multi-factor models with correlated residuals
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+Q4893038
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+Normal rank
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+Wishart distributions for decomposable covariance graph models
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+Q4382293
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+Normal rank
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+Wishart distributions for decomposable graphs
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+Normal rank
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+Q3219581
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+Normal rank
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+Schur products and matrix completions
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+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
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+Flexible covariance estimation in graphical Gaussian models
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+Cholesky decomposition of a hyper inverse Wishart matrix
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+Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
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+Linear Recursive Equations, Covariance Selection, and Path Analysis
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+Covariance chains
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