Wishart distributions for decomposable covariance graph models

DOI10.1214/10-AOS841zbMath1274.62369arXiv1103.1768MaRDI QIDQ2429939

Bala Rajaratnam, Kshitij Khare

Publication date: 5 April 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.1768

zbMATH Keywords

Gibbs samplerWishart distributiongraphical modeldecomposable graphGaussian covariance graph model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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Uses Software

• MIM

Cites Work

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