Bayesian analysis of covariance matrices and dynamic models for longitudinal data
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Publication:4455351
DOI10.1093/biomet/89.3.553zbMath1036.62019OpenAlexW1965284210MaRDI QIDQ4455351
Michael J. Daniels, Mohsen Pourahmadi
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.3.553
Markov chain Monte Carloshrinkage estimatorhierarchical modelautoregressive modelsWishart distributionmixed modeltime series modelantedependenceunconstrained parametrisation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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