Pages that link to "Item:Q5345368"
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The following pages link to Bayesian Estimation in Multivariate Analysis (Q5345368):
Displayed 38 items.
- \(S\)-values: conventional context-minimal measures of the sturdiness of regression coefficients (Q284311) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- A Bayesian analysis of normalized VAR models (Q392083) (← links)
- Predictive inference for singular multivariate elliptically contoured distributions (Q1021843) (← links)
- Nonparametric Bayesian estimation of a bivariate density with interval censored data (Q1023891) (← links)
- Estimative influence measures for the multivariate general linear model (Q1063351) (← links)
- On the complex analogue of Bayesian estimation of a multivariate regression model (Q1238383) (← links)
- A Bayesian test of a parameter shift and an application (Q1243543) (← links)
- Posterior distribution for the multiple correlation coefficient with fixed regressors (Q1251041) (← links)
- Predictive inference for the elliptical linear model (Q1283924) (← links)
- The multivariate linear model with multivariate \(t\) and intra-class covariance structure (Q1297652) (← links)
- Two useful distributions for Bayesian predicitve procedures under normal models (Q1298931) (← links)
- Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Noninformative priors for maximal invariant parameter in group models (Q1906309) (← links)
- The matrix-\(t\) distribution and its applications in predictive inference (Q2489783) (← links)
- Assessing a vector of clinical observations (Q2499090) (← links)
- A Bayesian analogue of Paulson's lemma and its use in tolerance region construction when sampling from the multi-variate normal (Q2561811) (← links)
- Bayesian nonparametric multivariate ordinal regression (Q2949765) (← links)
- Bayes estimation of the multiple correlation coefficient (Q3473136) (← links)
- Prediction distributions for changing sequences (Q3473147) (← links)
- On maximum information strategies for estimation of stochastic multiple response systems (Q3724204) (← links)
- A minimum Bayes risk approach to optimal portfolio choice (Q3918876) (← links)
- Structural relations and prediction for the multivariate models (Q3963842) (← links)
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835) (← links)
- Predictive inference for linear and multivariate linear models with ma(1) error processes (Q4337319) (← links)
- A note on predictive inference for multivariate elliptically contoured distributions (Q4550606) (← links)
- On the matrix-variate generalized hyperbolic distribution and its Bayesian applications (Q4651106) (← links)
- The predictive influence of variables in a Normal Regression Model (Q4718637) (← links)
- On a theorem of Stein relating Bayesian and classical inferences in group models (Q4721365) (← links)
- Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions (Q4904697) (← links)
- Multitude of multivariate<i>t</i>-distributions (Q5312726) (← links)
- THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS (Q5617419) (← links)
- Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes (Q5876887) (← links)
- Comment on article by Rubio and Steel (Q5966320) (← links)
- Matrix variate generalized asymmetric Laplace distributions (Q6050281) (← links)
- Bayesian estimation of explained variance in ANOVA designs (Q6067643) (← links)
- Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors (Q6177003) (← links)