Estimation of a covariance matrix using the reference prior (Q1805545): Difference between revisions
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Revision as of 05:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a covariance matrix using the reference prior |
scientific article |
Statements
Estimation of a covariance matrix using the reference prior (English)
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30 August 1995
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frequentist risk comparisons
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Jeffreys prior
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information matrix
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entropy loss
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quadratic loss
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risk
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covariance matrix
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reference noninformative prior
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Bayes estimators
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high-dimensional posterior expectations
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Markov chain simulation
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hit-and-run sampler
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