A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models

DOI10.1016/S0167-7152(98)00075-3zbMath0935.62067OpenAlexW2025923911MaRDI QIDQ1305267

Nhu D. Le, Li Sun, James V. Zidek

Publication date: 8 May 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00075-3

zbMATH Keywords

EM algorithmempirical Bayesconjugate priorinverted Wishart distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

Spatial prediction and temporal backcasting for environmental fields having monotone data patterns ⋮ Random model discrepancy: interpretations and technicalities (A rejoinder)

Uses Software

• BayesDA

Cites Work

• Multivariate spatial interpolation and exposure to air pollutants
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