Simulation of hyper-inverse Wishart distributions in graphical models
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Publication:5447655
DOI10.1093/biomet/asm056zbMath1135.62011OpenAlexW2008561984MaRDI QIDQ5447655
Mike West, Hélène Massam, Carlos Marinho Carvalho
Publication date: 20 March 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/07e75f04d3f96bde0cbb3d37fa1ba5fd08071146
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Applications of graph theory (05C90) Numerical analysis or methods applied to Markov chains (65C40) Statistical distribution theory (62E99)
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