A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model

DOI10.1093/BIOMET/ASAC006OpenAlexW4210817202WikidataQ115582931 ScholiaQ115582931MaRDI QIDQ5872860FDOQ5872860

Authors: Tomonari Sei, Fumiyasu Komaki 

Publication date: 4 January 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asac006

zbMATH Keywords

decision theoryscale invarianceGauss hypergeometric functionminimaxitysuperharmonic priorright invariant prior

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (1)

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