AS 53
From MaRDI portal
Software:16181
No author found.
Related Items (14)
Confidence estimation of a normal mean vector with incomplete data ⋮ Error rates in quadratic discrimination with constraints on the covariance matrices ⋮ Computation of tolerance ellipses for bivariate and trivariate normal populations ⋮ An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling ⋮ Confidence regions for the common mean vector of several multivariate normal populations ⋮ Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown ⋮ Exact and high-order discretization schemes for Wishart processes and their affine extensions ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem. ⋮ Improved minimax estimation of a normal precision matrix ⋮ The likelihood ratio test for a separable covariance matrix ⋮ Flexible Bayesian dynamic modeling of correlation and covariance matrices ⋮ Comment: Bayesian multinomial probit models with a normalization constraint ⋮ On the Gaussian representation of the Riesz probability distribution on symmetric matrices
This page was built for software: AS 53