Separable covariance arrays via the Tucker product, with applications to multivariate relational data
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Publication:2634082
DOI10.1214/11-BA606zbMath1330.62132arXiv1008.2169OpenAlexW1980067858MaRDI QIDQ2634082
Publication date: 8 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.2169
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Analysis of variance and covariance (ANOVA) (62J10)
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