A Hierarchical Eigenmodel for Pooled Covariance Estimation

DOI10.1111/j.1467-9868.2009.00716.xzbMath1411.62157arXiv0804.0031OpenAlexW1986143174MaRDI QIDQ4632614

Peter D. Hoff

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.0031

zbMATH Keywords

copulaStiefel manifoldrandom matrixBayesian inferenceMarkov chain Monte Carlo methodsprincipal components

Mathematics Subject Classification ID

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