A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model (Q5872860)
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scientific article; zbMATH DE number 7638109
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| English | A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model |
scientific article; zbMATH DE number 7638109 |
Statements
A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model (English)
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4 January 2023
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decision theory
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Gauss hypergeometric function
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minimaxity
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right invariant prior
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scale invariance
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superharmonic prior
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