Pages that link to "Item:Q2493138"
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The following pages link to Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138):
Displaying 8 items.
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data (Q4455351) (← links)
- (Q4871862) (← links)
- Bayesian Modeling of Joint Regressions for the Mean and Covariance Matrix (Q5122543) (← links)
- Bayesian hierarchical modeling on covariance valued data (Q6548772) (← links)
