On Bayesian inference for generalized multivariate gamma distribution

DOI10.1016/j.spl.2010.05.018zbMath1201.62008MaRDI QIDQ990914

Sourish Das, Dey, Dipak K.

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 estimator; multivariate beta distribution; MAP estimate; dispersion matrix; autoregressive structure

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62C10: Bayesian problems; characterization of Bayes procedures

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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