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Simulation of hyper-inverse Wishart distributions in graphical models - MaRDI portal

Simulation of hyper-inverse Wishart distributions in graphical models (Q5447655)

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scientific article; zbMATH DE number 5251776
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Simulation of hyper-inverse Wishart distributions in graphical models
scientific article; zbMATH DE number 5251776

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    Simulation of hyper-inverse Wishart distributions in graphical models (English)
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    20 March 2008
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    Gaussian graphical model
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    junction tree
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    portfolio analysis
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    posterior simulation
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