Priors for ordered conditional variance and vector partial correlation

DOI10.1016/0047-259X(92)90056-LzbMath0745.62024MaRDI QIDQ1186772

David Eaves, Theodore Chang

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributionparameter of interestgroup modelsgroup of affine transformationsminimally informative priorsnoinformative priorsunknown population mean vectorvector of ordered conditional variancesvector partial correlations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (3)

Bayesian estimation of correlation matrices of longitudinal data ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ Modeling covariance matrices via partial autocorrelations

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• Inferencia bayesiana sobre el coeficiente de correlacion de una poblacion normal bivariante
• On a theorem of Stein relating Bayesian and classical inferences in group models
• Estimating a Product of Means: Bayesian Analysis with Reference Priors

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