Bayesian estimation of the dispersion matrix of a multivariate normal distribution

DOI10.1080/03610928508828960zbMath0579.62024MaRDI 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 likelihood; posterior distribution; multivariate normal distribution; mode; multiple regression; consistency properties; zero mean; estimation of the dispersion matrix; intraclass form; inverted-Wishart distribution; modal estimates

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

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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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