AS 53
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swMATH3914MaRDI QIDQ16181FDOQ16181
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Cited In (14)
- Comment: Bayesian multinomial probit models with a normalization constraint
- Confidence estimation of a normal mean vector with incomplete data
- The likelihood ratio test for a separable covariance matrix
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- On the Gaussian representation of the Riesz probability distribution on symmetric matrices
- Probabilistic-statistical programs from ``Applied Statistics
- An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling
- Exact and high-order discretization schemes for Wishart processes and their affine extensions
- Computation of tolerance ellipses for bivariate and trivariate normal populations
- Error rates in quadratic discrimination with constraints on the covariance matrices
- Improved minimax estimation of a normal precision matrix
- Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown
- Confidence regions for the common mean vector of several multivariate normal populations
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