Covariance trees and Wishart distributions on cones

MaRDI QIDQ3581607zbMATH OpenFDO

Authors Kshitij Khare, Bala Rajaratnam

Publication date 2 September 2010

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear and multilinear algebra; matrix theory (15-XX)

Recommendations

• Exact formulas for the normalizing constants of Wishart distributions for graphical models
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• Wishart distributions for decomposable covariance graph models
• Wishart distributions on homogeneous cones
• scientific article; zbMATH DE number 2147952

Cited in

(5)

• Sparse matrix decompositions and graph characterizations
• Gaussian covariance faithful Markov trees
• On the Letac-Massam conjecture and existence of high dimensional Bayes estimators for graphical models
• Exact formulas for the normalizing constants of Wishart distributions for graphical models
• On the Letac-Massam conjecture on cones \(Q_{A_n}\)

This page was built for publication: Covariance trees and Wishart distributions on cones

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3581607)