Pages that link to "Item:Q1208638"

The following pages link to Bayesian inference for a covariance matrix (Q1208638):

Displaying 7 items.

• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• A Bayesian analysis of normalized VAR models (Q392083) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Bayesian estimation of a covariance matrix with flexible prior specification (Q421411) (← links)
• Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints (Q826923) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
• Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)