Bayesian multivariate normal analysis with a wishart prior

DOI10.1080/03610929508831629MaRDI QIDQ4337079zbMATH OpenOpenAlexFDO

Authors A. Bekker, J. J. J. Roux

Publication date 19 May 1997

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

Full work available at URL https://doi.org/10.1080/03610929508831629

zbMATH Keywords

Bayesian posteriorBessel function of the second kind with matrix argumentmultivariate normal distributionmultivariate quadratic loss functionWishart prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cites work

• Bayesian normal analysis with an inverse Gaussian prior
• Bessel functions of matrix argument
• Exponential transformation models
• First hitting time models for the generalized inverse Gaussian distribution
• scientific article; zbMATH DE number 3174866 (Why is no real title available?)
• scientific article; zbMATH DE number 3822927 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)

Cited in

(18)

• Prediction from a normal model using a generalized inverse Gaussian prior
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Enriched standard conjugate priors and the right invariant prior for Wishart distributions
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• Subjective Bayesian analysis of the elliptical model
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• Bayesian estimation of a covariance matrix with flexible prior specification
• A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
• scientific article; zbMATH DE number 2177337 (Why is no real title available?)
• Reference Prior Bayesian Analysis for Normal Mean Products
• scientific article; zbMATH DE number 863796 (Why is no real title available?)
• Wishart distributions: advances in theory with Bayesian application
• Portfolio return distributions: sample statistics with stochastic correlations
• On Inverted Matrix Variate Gamma Distribution
• The beta-Wishart ensemble
• Matrix variate generalized asymmetric Laplace distributions

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