Pages that link to "Item:Q1805545"

The following pages link to Estimation of a covariance matrix using the reference prior (Q1805545):

Displayed 19 items.

• Modeling a mixture of ordinal and continuous repeated measures (Q3543757) ‎ (← links)
• Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models (Q3557575) ‎ (← links)
• Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data (Q3562437) ‎ (← links)
• Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957) ‎ (← links)
• NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE (Q4540631) ‎ (← links)
• Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling (Q4555376) ‎ (← links)
• Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (Q4960588) ‎ (← links)
• Modelling multivariate disease rates with a latent structure mixture model (Q4970583) ‎ (← links)
• Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty (Q4975558) ‎ (← links)
• A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data (Q4979224) ‎ (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) ‎ (← links)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) ‎ (← links)
• Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family (Q5146051) ‎ (← links)
• A solution to separation for clustered binary data (Q5193326) ‎ (← links)
• Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) ‎ (← links)
• Double shrinkage estimators for large sparse covariance matrices (Q5220803) ‎ (← links)
• A modified combined<i>p</i>-value multiple test (Q5220882) ‎ (← links)
• Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911) ‎ (← links)
• Comment on An and Schorfheide's Bayesian Analysis of DSGE Models (Q5292347) ‎ (← links)