The matrix-F prior for estimating and testing covariance matrices (Q1631604)

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The matrix-F prior for estimating and testing covariance matrices
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    The matrix-F prior for estimating and testing covariance matrices (English)
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    6 December 2018
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    matrix-variate F distribution
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    intrinsic prior
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    testing inequality constraints
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    horsehoe prior
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    hierarchical models
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    multivariate normal distribution
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    covariance matrix
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    generalized linear mixed models
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