Flexible covariance estimation in graphical Gaussian models

DOI10.1214/08-AOS619zbMath1168.62054arXiv0901.3267OpenAlexW3098045107MaRDI QIDQ1000308

Hélène Massam, Bala Rajaratnam, Carlos Marinho Carvalho

Publication date: 6 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3267

zbMATH Keywords

regularizationshrinkageBayes estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Applications of graph theory (05C90)

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Uses Software

• HdBCS

Cites Work

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