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.
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- A Bayesian analysis of normalized VAR models (Q392083) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Bayesian estimation of a covariance matrix with flexible prior specification (Q421411) (← links)
- Reference priors for linear models with general covariance structures (Q433785) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Intrinsic priors for model comparison in multivariate normal regression (Q692313) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior (Q887462) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- A weakly informative default prior distribution for logistic and other regression models (Q999667) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Bayesian emulation of complex multi-output and dynamic computer models (Q1044055) (← links)
- Reference priors in multiparameter nonregular cases (Q1367093) (← links)
- 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)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← 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)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← 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)
- 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)
- Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079) (← links)
