Bayesian estimation of the dispersion matrix of a multivariate normal distribution

DOI10.1080/03610928508828960zbMath0579.62024OpenAlexW1968336920MaRDI QIDQ3702281

S. James Press, James M. Dickey, Dennis V. Lindley

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828960

zbMATH Keywords

maximum likelihoodposterior distributionmultivariate normal distributionmodemultiple regressionconsistency propertieszero meanestimation of the dispersion matrixintraclass forminverted-Wishart distributionmodal estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

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Cites Work

• The role of exchangeability in inference
• Bayesianism: Its Unifying Role for Both the Foundations and Applications of Statistics
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