Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions

DOI10.1080/03610926.2011.574220zbMath1284.62179OpenAlexW2090543379MaRDI QIDQ4904697

Vee Ming Ng

Publication date: 31 January 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.574220

zbMATH Keywords

expectationsprecisionconjugate priorposterior distributionsmultivariate regressionscale mixtures normalmatrix-\(t\)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Bayesian analysis in multivariate regression models with conjugate priors ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models

Cites Work

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• Bayes prediction in the linear model with spherically symmetric errors
• A note on some Wishart expectations
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• On some generalized wishart expectations
• Decision-theoretic estimation of generalized variance and generalized precision
• Improved estimation of the generalized precision under the squared loss
• Bayesian Estimation in Multivariate Analysis

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