Bayesian estimation of a covariance matrix with flexible prior specification (Q421411)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of a covariance matrix with flexible prior specification |
scientific article |
Statements
Bayesian estimation of a covariance matrix with flexible prior specification (English)
0 references
23 May 2012
0 references
Gibbs sampling
0 references
hierarchical analysis
0 references
importance sampling
0 references
Laplacian approximation
0 references
Markov chain Monte Carlo
0 references
matrix logarithm transformation
0 references
Metropolis-Hastings algorithm
0 references
Volterra integral equation
0 references
0 references
0 references
