Bayesian correlation estimation

DOI10.1093/BIOMET/91.1.1MaRDI QIDQ5456545zbMATH OpenOpenAlexFDO

Authors Merrill W. Liechty, P. Müller, John C. Liechty

Publication date 8 April 2008

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/91.1.1

zbMATH Keywords

covariance matrixARCH modelsmixture priorseparation strategy

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(46)

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• A Dirichlet process mixture model for the analysis of correlated binary responses
• Modeling covariance matrices via partial autocorrelations
• Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing
• A correlation coefficient for belief functions
• A locally adaptive process-convolution model for estimating the health impact of air pollution
• Covariance estimation: the GLM and regularization perspectives
• Statistical estimation and comparison of group-specific bivariate correlation coefficients in family-type clustered studies
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach
• PC priors for residual correlation parameters in one-factor mixed models
• Estimating large correlation matrices for international migration
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
• Merging experts' opinions: a Bayesian hierarchical model with mixture of prior distributions
• Correlation for tree-shaped datasets and its Bayesian estimation
• Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
• Correlation in a Bayesian framework
• Explaining individual response using aggregated data
• A Bayesian multinomial probit model for the analysis of panel choice data
• Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
• Separable covariance models for health care quality measures across years and topics
• Bayesian analysis of a correlated binomial model
• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
• Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
• Dynamic spatial Bayesian models for radioactivity deposition
• Flexible Bayesian dynamic modeling of correlation and covariance matrices
• Bayesian sparse graphical models for classification with application to protein expression data
• Fast regularized canonical correlation analysis
• A class of shrinkage priors for the dependence structure in longitudinal data
• A new algorithm for sampling parameters in a structured correlation matrix with application to estimating optimal combinations of muscles to quantify progression in Duchenne muscular dystrophy
• Statistical corrections of invalid correlation matrices
• A hierarchical Bayesian approach for examining heterogeneity in choice decisions
• Bayesian multivariate sparse functional principal components analysis with application to longitudinal microbiome multiomics data
• Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support
• Data Visualisation and Exploration with Prior Knowledge
• Analytic posteriors for Pearson's correlation coefficient
• Quantile graphical models: a Bayesian approach
• Hyper Markov laws for correlation matrices
• Bayesian sparse graphical models and their mixtures
• Bayesian Covariance Selection in Generalized Linear Mixed Models
• Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
• Predictability of stock returns and asset allocation under structural breaks
• Bayesian estimation of correlation matrices of longitudinal data
• A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
• Bayesian Copula Density Deconvolution for Zero-Inflated Data in Nutritional Epidemiology

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