Prior distribution assessment for a multivariate normal distribution: An experimental study

DOI10.1080/02664760120011563MaRDI QIDQ4540830zbMATH OpenOpenAlexFDO

Authors Shafeeqah A. Al-Awadhi, Paul H. Garthwaite

Publication date 28 July 2002

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760120011563

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Applications of statistics to environmental and related topics (62P12) Meteorology and atmospheric physics (86A10)

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Cites work

• An elicitation method for multivariate normal distributions
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• Double- and single-bisection methods for subjective probability assessment in a location-scale family
• Non-conjugate prior distribution assessment for multivariate normal sampling
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application

Cited in

(8)

• Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
• Non-conjugate prior distribution assessment for multivariate normal sampling
• Combined exponentially weighted moving average charts for the mean and variance based on the predictive distribution
• Multivariate Exponentially Weighted Moving Average Charts for a Mean Based on Its Prediction Distribution
• Eliciting prior distributions for extra parameters in some generalized linear models
• Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models
• Prior elicitation for generalised linear models and extensions
• Elicitation of multivariate prior distributions: a nonparametric Bayesian approach

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