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

DOI10.1080/03610926.2011.574220zbMATH Open1284.62179OpenAlexW2090543379MaRDI QIDQ4904697FDOQ4904697

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

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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)

Cites Work

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• Title not available (Why is that?)
• Bayesian Estimation in Multivariate Analysis
• Decision-theoretic estimation of generalized variance and generalized precision
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• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Improved estimation of the generalized precision under the squared loss
• Bayes prediction in the linear model with spherically symmetric errors
• A note on some Wishart expectations
• On some generalized wishart expectations

Cited In (6)

• On Bayesian inference for generalized multivariate gamma distribution
• Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models
• Practical Bayesian Density Estimation Using Mixtures of Normals
• A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
• Title not available (Why is that?)
• Bayesian analysis in multivariate regression models with conjugate priors

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