Bayesian estimation of a bounded precision matrix
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Publication:2443264
DOI10.1016/j.jmva.2014.02.016zbMath1293.62015MaRDI QIDQ2443264
Publication date: 7 April 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.02.016
Wishart distribution; inadmissibility; statistical decision theory; random effect model; restricted parameter space; orthogonal invariance; uniform prior; hierarchical prior
62H12: Estimation in multivariate analysis
62F30: Parametric inference under constraints
62C10: Bayesian problems; characterization of Bayes procedures
62C12: Empirical decision procedures; empirical Bayes procedures
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