Bayesian Estimation in Multivariate Analysis

Cited in

(38)

Comment on article by Rubio and Steel
The matrix-\(t\) distribution and its applications in predictive inference
On the complex analogue of Bayesian estimation of a multivariate regression model
Prediction distributions for changing sequences
Structural relations and prediction for the multivariate models
Two useful distributions for Bayesian predicitve procedures under normal models
Predictive inference for singular multivariate elliptically contoured distributions
Matrix variate generalized asymmetric Laplace distributions
Predictive inference for linear and multivariate linear models with ma(1) error processes
S-values: conventional context-minimal measures of the sturdiness of regression coefficients
Bayesian stochastic search for VAR model restrictions
Bayes estimation of the multiple correlation coefficient
Bayesian analysis of vector-autoregressive models with noninformative priors.
On a theorem of Stein relating Bayesian and classical inferences in group models
Nonparametric Bayesian estimation of a bivariate density with interval censored data
Estimative influence measures for the multivariate general linear model
Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
On maximum information strategies for estimation of stochastic multiple response systems
Posterior distribution for the multiple correlation coefficient with fixed regressors
Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors
Bayesian nonparametric multivariate ordinal regression
Bayesian inference for the precision matrix for scale mixtures of normal distributions
A minimum Bayes risk approach to optimal portfolio choice
Noninformative priors for maximal invariant parameter in group models
Bayesian estimation of explained variance in ANOVA designs
On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Predictive inference for the elliptical linear model
The multivariate linear model with multivariate \(t\) and intra-class covariance structure
Assessing a vector of clinical observations
Multitude of multivariatet-distributions
A Bayesian analogue of Paulson's lemma and its use in tolerance region construction when sampling from the multi-variate normal
The predictive influence of variables in a Normal Regression Model
A Bayesian test of a parameter shift and an application
A Bayesian analysis of normalized VAR models
A note on predictive inference for multivariate elliptically contoured distributions
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes

This page was built for publication: Bayesian Estimation in Multivariate Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5345368)