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

DOI10.1093/BIOMET/ASAC006MaRDI QIDQ5872860zbMATH OpenOpenAlexWikidataFDO

Authors Tomonari Sei, Fumiyasu Komaki

Publication date 4 January 2023

Published in Biometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

• scientific article; zbMATH DE number 7750677 (Why is no real title available?)

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