Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data

DOI10.1006/jmva.1993.1056zbMath0778.62004OpenAlexW2044656257MaRDI QIDQ689340

Chuanhai Liu

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1056

zbMATH Keywords

covariance matrixposterior distributionmultiple imputationBartlett's decompositiondate augmentation algorithmmonotone missing datanonmonotone missing datanormal models

Mathematics Subject Classification ID

Multivariate analysis (62H99) Foundations and philosophical topics in statistics (62A01)

Related Items (9)

Conjugate analysis of multivariate normal data with incomplete observations ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ Estimation methods for the multivariate \(t\) distribution ⋮ An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data ⋮ Modeling between-trial variance structure in mixed treatment comparisons ⋮ Estimation of a multivariate normal covariance matrix with staircase pattern data ⋮ Flexible Bayesian dynamic modeling of correlation and covariance matrices ⋮ Efficient ML estimation of the multivariate normal distribution from incomplete data ⋮ Working with missing data: imputation of nonresponse items in categorical survey data with a non-monotone missing pattern

This page was built for publication: Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data