Pages that link to "Item:Q1631604"

The following pages link to The matrix-F prior for estimating and testing covariance matrices (Q1631604):

Displaying 8 items.

• Simple marginally noninformative prior distributions for covariance matrices (Q908009) (← links)
• Bayesian inference for a covariance matrix (Q1208638) (← links)
• Bayes factor testing of multiple intraclass correlations (Q1738150) (← links)
• Estimation of covariance matrices based on hierarchical inverse-Wishart priors (Q1931370) (← links)
• Bayesian test of normality versus a Dirichlet process mixture alternative (Q2040662) (← links)
• Objective Bayesian comparison of order-constrained models in contingency tables (Q2177729) (← links)
• The Inverse G‐Wishart distribution and variational message passing (Q6075128) (← links)
• Jones-Balakrishnan property for matrix variate beta distributions (Q6167549) (← links)