An elicitation method for multivariate normal distributions

DOI10.1080/03610929808832149MaRDI QIDQ3842920zbMATH OpenOpenAlexFDO

Authors Shafeeqah A. Al-Awadhi, Paul H. Garthwaite

Publication date 7 February 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929808832149

zbMATH Keywords

conjugate distributioninverse Wishartprior distributionprobability assessmentsubjective Bayesian methodssubjective probability

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10)

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Cites work

• Assessment of a Prior Distribution for the Correlation Coefficient in a Bivariate Normal Distribution
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• Bayesian inference for a covariance matrix
• Cognitive Processes and the Assessment of Subjective Probability Distributions
• scientific article; zbMATH DE number 3054843 (Why is no real title available?)

Cited in

(18)

• Double- and single-bisection methods for subjective probability assessment in a location-scale family
• Elicitation of prior distributions for variable-selection problems in regression
• Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
• Modeling uncertainty of expert elicitation for use in risk-based optimization
• Alternative sampling methods for estimating multivariate normal probabilities
• Non-conjugate prior distribution assessment for multivariate normal sampling
• scientific article; zbMATH DE number 4024535 (Why is no real title available?)
• scientific article; zbMATH DE number 4100407 (Why is no real title available?)
• Prior distribution assessment for a multivariate normal distribution: An experimental study
• Eliciting prior distributions for extra parameters in some generalized linear models
• Expert knowledge elicitation using item response theory
• Recent advances in the elicitation of uncertainty distributions from experts for multinomial probabilities
• Prior distribution elicitation for generalized linear and piecewise-linear models
• Statistical Methods for Eliciting Probability Distributions
• A simulation-based Bayesian multivariate adaptive EWMA framework with hybrid score functions for monitoring water quality
• Prior elicitation for generalised linear models and extensions
• Quantifying expert opinion for modelling fauna habitat distributions
• Elicitation of multivariate prior distributions: a nonparametric Bayesian approach

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