Pages that link to "Item:Q4541267"

The following pages link to Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models (Q4541267):

Displaying 16 items.

• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Reference priors for linear models with general covariance structures (Q433785) (← links)
• Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data (Q486034) (← links)
• Computation of reference Bayesian inference for variance components in longitudinal studies (Q626239) (← links)
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
• Further results on estimation of covariance matrix (Q893900) (← links)
• Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Enriched conjugate and reference priors for the Wishart family on symmetric cones (Q1431436) (← links)
• Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
• A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)