Bayesian Inference for a Covariance Matrix
نویسندگان
چکیده
منابع مشابه
Bayesian Inference for a Covariance Matrix
Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly mod-eled, e.g. random-intercept, random-slope models. A Bayesian analysis of these problems requires a prior on the covariance matrix. Here we compare an inverse Wishart, scaled inverse Wishart, hierarchical inverse Wishart, and a sepa...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348885