Bayesian statistical inference on elliptical matrix distributions

zbMath0958.62004MaRDI QIDQ1301592

Kai-Tai Fang, Run-Ze Li

Publication date: 20 December 1999

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

zbMATH Keywords

posterior mean; entropy loss; quadratic loss; elliptical matrix distributions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures