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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Latest revision as of 00:19, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors |
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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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9 June 2006
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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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