Pages that link to "Item:Q1805545"
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The following pages link to Estimation of a covariance matrix using the reference prior (Q1805545):
Displayed 50 items.
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516) (← links)
- Enriched conjugate and reference priors for the Wishart family on symmetric cones (Q1431436) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- A Bayesian analysis of the multinomial probit model with fully identified parameters (Q1588308) (← links)
- Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation (Q1623470) (← links)
- A Bayesian algorithm for functional mapping of dynamic complex traits (Q1662468) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Invariance of the reference prior under reparametrization (Q1906308) (← links)
- Reference priors for exponential families with increasing dimension (Q1952080) (← links)
- Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior (Q1962695) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
- Enriched standard conjugate priors and the right invariant prior for Wishart distributions (Q2101463) (← links)
- Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
- Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
- An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
- Hit and run as a unifying device (Q2197359) (← links)
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
- Objective Bayesian analysis for a truncated model (Q2231019) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Objective priors for the bivariate normal model (Q2426630) (← links)
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
- Estimation of the Cholesky decomposition in a conditional independent normal model with missing data (Q2453867) (← links)
- Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (Q2489777) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Structured priors for multivariate time series (Q2500641) (← links)
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353) (← links)
- Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model (Q2573984) (← links)
- Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371) (← links)
- Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
- A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator (Q3021181) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Multilevel Empirical Bayes Modeling for Improved Estimation of Toxicant Formulations to Suppress Parasitic Sea Lamprey in the Upper Great Lakes (Q3100830) (← links)
- Modeling between-trial variance structure in mixed treatment comparisons (Q3305003) (← links)
- Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079) (← links)