EStimating mahalanobis's distance using bayesian analysis

DOI10.1080/03610928408828845MaRDI QIDQ3678469zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

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

Full work available at URL https://doi.org/10.1080/03610928408828845

zbMATH Keywords

Mahalanobis distancemarginal posterior densitymultivariate normal Wishart distributionprecision matrixprior joint distributionweighted average of chi square density functions

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

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