Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data
DOI10.1080/03610920902774251zbMath1188.62174OpenAlexW2144105325MaRDI QIDQ3562437
Zhuoqiong He, Xiaoqian Sun, Dongchu Sun
Publication date: 21 May 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902774251
covariance matrixmissing dataentropy lossreference priorJeffreys priorprecision matrixStein losssymmetric lossstar-shaped model
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10) Basic linear algebra (15A99)
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