The matrix-F prior for estimating and testing covariance matrices

DOI10.1214/17-BA1092zbMath1407.62080OpenAlexW2782670000WikidataQ63362814 ScholiaQ63362814MaRDI QIDQ1631604

Joris Mulder, Luís Raúl Pericchi

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1515747744

zbMATH Keywords

covariance matrixgeneralized linear mixed modelsintrinsic priormultivariate normal distributionhierarchical modelshorsehoe priormatrix-variate F distributiontesting inequality constraints

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items

Objective Bayesian comparison of order-constrained models in contingency tables, The Inverse G‐Wishart distribution and variational message passing, Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors, Jones-Balakrishnan property for matrix variate beta distributions, Bayes factor testing of multiple intraclass correlations, Bayesian test of normality versus a Dirichlet process mixture alternative

Uses Software

• BayesDA
• BOCOR

Cites Work

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