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

DOI10.1016/S0167-9473(00)00004-9MaRDI QIDQ1589486zbMATH OpenWikidataFDO

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)

zbMATH Keywords

Gibbs samplerForecastingDynamic hierarchical modelsVariance--covariance estimation

Mathematics Subject Classification ID

Multivariate analysis (62H99)

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Cites work

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• scientific article; zbMATH DE number 1522717 (Why is no real title available?)
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• Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
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• Choice of hierarchical priors: Admissibility in estimation of normal means
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
• 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
• On Gibbs sampling for state space models
• Smoothness priors analysis of time series
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(10)

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• 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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