Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices (Q4659551)
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scientific article; zbMATH DE number 2147891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices |
scientific article; zbMATH DE number 2147891 |
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Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices (English)
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21 March 2005
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MNDLM
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Gibbs sampling
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matrix normal
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dynamic principal components
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multivariate beta
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