Pages that link to "Item:Q1208638"

The following pages link to Bayesian inference for a covariance matrix (Q1208638):

Displaying 30 items.

• 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)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints (Q826923) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← 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)
• Bayesian and likelihood inference from equally weighted mixtures (Q1336520) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Bayesian inference of a multivariate regression model (Q1667376) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← 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)
• Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371) (← links)
• Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
• Modeling between-trial variance structure in mixed treatment comparisons (Q3305003) (← links)
• An elicitation method for multivariate normal distributions (Q3842920) (← links)
• Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling (Q4555376) (← links)
• Minkowski–Weyl Priors for Models With Parameter Constraints: An Analysis of the BioCycle Study (Q4904718) (← links)
• Modelling multivariate disease rates with a latent structure mixture model (Q4970583) (← links)
• Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) (← links)
• Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices (Q6086481) (← links)
• An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression (Q6543931) (← links)
• Bayesian hierarchical modeling on covariance valued data (Q6548772) (← links)
• Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock (Q6626217) (← links)
• Misspecifying the covariance structure in a linear mixed model under MAR drop-out (Q6627570) (← links)