Prior distribution assessment for a multivariate normal distribution: An experimental study

DOI10.1080/02664760120011563zbMath1053.62067OpenAlexW2086120770MaRDI QIDQ4540830

Paul H. Garthwaite, Shafiqah A. Al-Awadhi

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760120011563

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Meteorology and atmospheric physics (86A10)

Related Items (5)

Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions ⋮ Elicitation of multivariate prior distributions: a nonparametric Bayesian approach ⋮ Multivariate Exponentially Weighted Moving Average Charts for a Mean Based on Its Prediction Distribution ⋮ Eliciting prior distributions for extra parameters in some generalized linear models ⋮ Combined Exponentially Weighted Moving Average Charts for the Mean and Variance Based on the Predictive Distribution

Cites Work

• Double- and single-bisection methods for subjective probability assessment in a location-scale family
• Non-conjugate Prior Distribution Assessment for Multivariate Normal Sampling
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• An elicitation method for multivariate normal distributions
• Some matrix-variate distribution theory: Notational considerations and a Bayesian application

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