On Bayesian inference for generalized multivariate gamma distribution

DOI10.1016/J.SPL.2010.05.018MaRDI QIDQ990914zbMATHOpenAlexFDO

Authors Sourish Das, Dipak K. Dey

Publication date 1 September 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.05.018

zbMATH Keywords

Bayes estimatorMAP estimatemultivariate beta distributiondispersion matrixautoregressive structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(15)

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• Learning statistics from counterexamples
• A note on the Bayesian inference for generalized multivariate gamma distribution
• scientific article; zbMATH DE number 6266474 (Why is no real title available?)
• Regularizing portfolio risk analysis: a Bayesian approach
• On Inverted Matrix Variate Gamma Distribution
• scientific article; zbMATH DE number 2147417 (Why is no real title available?)
• scientific article; zbMATH DE number 1395933 (Why is no real title available?)
• A truncated matrix variate gamma distribution
• Bayesian analysis of the inverse generalized gamma distribution using objective priors
• Matrix variate Macdonald distribution
• A Bayesian perspective of statistical machine learning for big data

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