Dynamic hierarchical models: an extension to matrix-variate observations.

DOI10.1016/S0167-9473(00)00004-9zbMATH Open1142.62377WikidataQ128110392 ScholiaQ128110392MaRDI QIDQ1589486FDOQ1589486

Authors: Dani Gamerman, Flávia M. P. F. Landim 

Publication date: 12 December 2000

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

Gibbs samplerForecastingDynamic hierarchical modelsVariance--covariance estimation

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Cites Work

• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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• Estimation of a covariance matrix using the reference prior
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• Smoothness priors analysis of time series
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• Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
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Cited In (10)

• Missing observation analysis for matrix-variate time series data
• Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices
• Learning and approximate inference in dynamic hierarchical models
• Title not available (Why is that?)
• Empirical estimates for heteroscedastic hierarchical dynamic normal models
• Sequential predictions of menstrual cycle lengths
• Spatially varying dynamic coefficient models
• Reference Priors for Matrix-Variate Dynamic Linear Models
• Dynamic Bayesian analysis for irregularly and incompletely observed contingency tables
• Bayesian analysis of matrix normal graphical models

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