scientific article; zbMATH DE number 863796

MaRDI QIDQ4872020zbMATH OpenFDO

Authors P. J. Brown, James V. Zidek, Nhu D. Le

Publication date 8 April 1996

zbMATH Keywords

generalization of the inverted Wishart distributionpartially conjugate prior distributionpopulation covariance matrix

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10)

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Cited in

(27)

• Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
• Bayesian inference for a covariance matrix
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• The matrix-F prior for estimating and testing covariance matrices
• Estimation of a covariance matrix using the reference prior
• A class of shrinkage priors for the dependence structure in longitudinal data
• A Bayesian factor model for spatial panel data with a separable covariance approach
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors
• Objective priors for the bivariate normal model
• Covariance information based on the \(t\) prior
• scientific article; zbMATH DE number 4174131 (Why is no real title available?)
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Inference about clustering and parametric assumptions in covariance matrix estimation
• A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix
• Covariance estimation: the GLM and regularization perspectives
• Conjugate analysis of multivariate normal data with incomplete observations
• Real-time covariance estimation for the local level model
• A Bayesian approach to estimating linear mixtures with unknown covariance structure
• Inverting covariance matrices
• Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Multivariate nearest-neighbors Gaussian processes with random covariance matrices
• Fiducial and Bayesian estimators of Cronbach's alpha in the case of the bivariate normal distribution with a general covariance matrix
• Generating random correlation matrices based on partial correlations
• Simple marginally noninformative prior distributions for covariance matrices
• Missing observation analysis for matrix-variate time series data
• Estimation of a multivariate normal covariance matrix with staircase pattern data

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