Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data

DOI10.1080/03610920902774251MaRDI QIDQ3562437zbMATH OpenOpenAlexFDO

Authors Xiaoqian Sun, Dongchu Sun, Zhuoqiong He

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

zbMATH Keywords

missing datareference priorprecision matrixcovariance matrixJeffreys priorStein losssymmetric lossentropy lossstar-shaped model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Basic linear algebra (15A99)

Recommendations

• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model
• scientific article; zbMATH DE number 4086757
• Bayesian estimation of the precision matrix with monotone missing data
• scientific article; zbMATH DE number 3892388
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors
• Bayesian methods for generalized linear models with covariates missing at random
• Bayesian Minimax Estimation of the Normal Model With Incomplete Prior Covariance Matrix Specification
• Estimation of normal covariance and precision matrices with incomplete data

Cites work

• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Best equivariant estimators of a Cholesky decomposition
• Efficient ML estimation of the multivariate normal distribution from incomplete data
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Estimation of a covariance matrix using the reference prior
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model
• Estimation of the multivariate normal precision matrix under the entropy loss
• Improved minimax estimation of a normal precision matrix
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing

Cited in

(6)

• Bayesian estimation of the precision matrix with monotone missing data
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
• Objective priors for generative star-shape models
• Estimation of a multivariate normal covariance matrix with staircase pattern data
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model

This page was built for publication: Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3562437)