Bayesian correlation estimation

DOI10.1093/BIOMET/91.1.1zbMATH Open1132.62314OpenAlexW2070404536MaRDI QIDQ5456545FDOQ5456545

John C. Liechty, P. Müller, Merrill W. Liechty

Publication date: 8 April 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/91.1.1

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zbMATH Keywords

covariance matrixARCH modelsmixture priorseparation strategy

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (41)

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• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
• Dynamic spatial Bayesian models for radioactivity deposition
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• Bayesian sparse graphical models for classification with application to protein expression data
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• Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support
• Bayesian multivariate sparse functional principal components analysis with application to longitudinal microbiome multiomics data
• Data Visualisation and Exploration with Prior Knowledge
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• Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
• Bayesian estimation of correlation matrices of longitudinal data
• A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
• Bayesian Copula Density Deconvolution for Zero-Inflated Data in Nutritional Epidemiology
• Predictability of stock returns and asset allocation under structural breaks

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