Bayesian statistical inference on elliptical matrix distributions

zbMath0958.62004MaRDI QIDQ1301592

Kai-Tai Fang, Run-Ze Li

Publication date: 20 December 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

posterior meanentropy lossquadratic losselliptical matrix distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (12)

Randomized quasi-random sampling/importance resampling ⋮ Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ Spherical ensembles ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Robust Bayesian inference on scale parameters ⋮ Bayesian inference in measurement error models from objective priors for the bivariate normal distribution ⋮ The matrix-\(t\) distribution and its applications in predictive inference ⋮ Complex elliptical distributions with application to shape analysis ⋮ Subspace rotations for high-dimensional outlier detection ⋮ Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions ⋮ Predictive inference for singular multivariate elliptically contoured distributions

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