Bayesian estimation of the dispersion matrix of a multivariate normal distribution
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Publication:3702281
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
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
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