Wishart distributions: advances in theory with Bayesian application

DOI10.1016/j.jmva.2016.12.002zbMath1359.62169OpenAlexW2568294463MaRDI QIDQ512024

Andriëtte Bekker, Janet van Niekerk, Mohammad Arashi

Publication date: 23 February 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/59072

zbMATH Keywords

Frobenius normWishart distributionBayesian estimationmatrix-variate normalhypergeometric Wishartmatrix-variate convergence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05)

Uses Software

• UCI-ml

Cites Work

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• Monte Carlo sampling methods using Markov chains and their applications

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