Enriched standard conjugate priors and the right invariant prior for Wishart distributions

DOI10.1016/j.jmva.2022.105105OpenAlexW4296941160MaRDI QIDQ2101463

Fumiyasu Komaki, Hidemasa Oda

Publication date: 6 December 2022

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

Full work available at URL: https://arxiv.org/abs/2101.04919

zbMATH Keywords

Wishart distributionstatistical decision theoryobjective Bayesconditional reducibilitysample variance-covariance matrixprinciple of equivariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Multivariate analysis (62Hxx)

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