The posterior distribution of the parameters of normal distributions with missing data and its sampling algorithm

zbMATH Open1187.62097MaRDI QIDQ3404701FDOQ3404701

Authors: Xuewei Huang, Kaican Li 

Publication date: 12 February 2010

Recommendations

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
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• Prior-likelihood factorization and missing data
• Bayesian estimation of the precision matrix with monotone missing data

zbMATH Keywords

monotone missing datasampling algorithmsmatrix-Gamma distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cited In (2)

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Conjugate analysis of multivariate normal data with incomplete observations

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