Pages that link to "Item:Q1805545"

The following pages link to Estimation of a covariance matrix using the reference prior (Q1805545):

Displaying 50 items.

• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• Enriched standard conjugate priors and the right invariant prior for Wishart distributions (Q2101463) (← links)
• Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
• Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
• An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
• Hit and run as a unifying device (Q2197359) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Objective Bayesian analysis for a truncated model (Q2231019) (← links)
• Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
• Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
• Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Objective priors for the bivariate normal model (Q2426630) (← links)
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
• Estimation of the Cholesky decomposition in a conditional independent normal model with missing data (Q2453867) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (Q2489777) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Structured priors for multivariate time series (Q2500641) (← links)
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353) (← links)
• Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model (Q2573984) (← links)
• Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371) (← links)
• Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
• A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator (Q3021181) (← links)
• Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
• Multilevel Empirical Bayes Modeling for Improved Estimation of Toxicant Formulations to Suppress Parasitic Sea Lamprey in the Upper Great Lakes (Q3100830) (← links)
• Modeling between-trial variance structure in mixed treatment comparisons (Q3305003) (← links)
• Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079) (← links)
• Modeling a mixture of ordinal and continuous repeated measures (Q3543757) (← links)
• Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models (Q3557575) (← links)
• Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data (Q3562437) (← links)
• Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957) (← links)
• NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE (Q4540631) (← links)
• Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling (Q4555376) (← links)
• Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation (Q4960588) (← links)
• Modelling multivariate disease rates with a latent structure mixture model (Q4970583) (← links)
• Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty (Q4975558) (← links)
• A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data (Q4979224) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
• Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family (Q5146051) (← links)
• A solution to separation for clustered binary data (Q5193326) (← links)
• Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing (Q5217905) (← links)
• Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
• A modified combined<i>p</i>-value multiple test (Q5220882) (← links)
• Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911) (← links)