Bayesian estimation of a bounded precision matrix

DOI10.1016/j.jmva.2014.02.016zbMath1293.62015MaRDI QIDQ2443264

Hisayuki Tsukuma

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

zbMATH Keywords

Wishart distribution; inadmissibility; statistical decision theory; random effect model; restricted parameter space; orthogonal invariance; uniform prior; hierarchical prior

Mathematics Subject Classification ID

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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Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints

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