Bayesian inference for the precision matrix for scale mixtures of normal distributions

DOI10.1080/03610926.2011.574220MaRDI QIDQ4904697zbMATH OpenOpenAlexFDO

Authors 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

multivariate regressionconjugate priorposterior distributionsexpectationsprecisionscale mixtures normalmatrix-\(t\)

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3899943 (Why is no real title available?)
• scientific article; zbMATH DE number 1753206 (Why is no real title available?)
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• A note on some Wishart expectations
• Bayes prediction in the linear model with spherically symmetric errors
• Bayesian Estimation in Multivariate Analysis
• Decision-theoretic estimation of generalized variance and generalized precision
• Improved estimation of the generalized precision under the squared loss
• On some generalized wishart expectations

Cited in

(7)

• Practical Bayesian Density Estimation Using Mixtures of Normals
• Bayesian analysis in multivariate regression models with conjugate priors
• On Bayesian inference with conjugate priors for scale mixtures of normal distributions
• scientific article; zbMATH DE number 7146100 (Why is no real title available?)
• A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• On Bayesian inference for generalized multivariate gamma distribution

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