Pages that link to "Item:Q1805545"
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The following pages link to Estimation of a covariance matrix using the reference prior (Q1805545):
Displaying 13 items.
- Comment on An and Schorfheide's Bayesian Analysis of DSGE Models (Q5292347) (← links)
- Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes (Q5876887) (← links)
- Intrinsic Bayesian estimation of linear time series models (Q5880092) (← links)
- Posterior propriety of an objective prior for generalized hierarchical normal linear models (Q5880139) (← links)
- Portfolio optimisation using constrained hierarchical bayes models (Q5880169) (← links)
- Bayesian analysis of series system with dependent causes of failure (Q5880171) (← links)
- Posterior propriety of an objective prior in a 4-level normal hierarchical model (Q6534860) (← links)
- Optimal modeling of nonlinear systems: method of variable injections (Q6563254) (← links)
- A Bayesian hierarchical sparse factor model for estimating simultaneous covariance matrices for gestational outcomes in consecutive pregnancies (Q6626860) (← links)
- A longitudinal Bayesian mixed effects model with hurdle Conway-Maxwell-Poisson distribution (Q6627663) (← links)
- Analyzing dental fluorosis data using a novel Bayesian model for clustered longitudinal ordinal outcomes with an inflated category (Q6629962) (← links)
- Learning statistics from counterexamples (Q6648789) (← links)
- The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory (Q6660043) (← links)
