Dynamic hierarchical models: an extension to matrix-variate observations.

DOI10.1016/S0167-9473(00)00004-9zbMath1142.62377WikidataQ128110392 ScholiaQ128110392MaRDI QIDQ1589486

Dani Gamerman, Flávia M. P. F. Landim

Publication date: 12 December 2000

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

ForecastingGibbs samplerDynamic hierarchical modelsVariance--covariance estimation

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Related Items (3)

Sequential predictions of menstrual cycle lengths ⋮ Spatially varying dynamic coefficient models ⋮ Dynamic Bayesian analysis for irregularly and incompletely observed contingency tables

Cites Work

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