Bayesian estimation of the precision matrix with monotone missing data

DOI10.1007/s10986-020-09493-7zbMath1466.62334OpenAlexW3084494124MaRDI QIDQ831324

Emna Ghorbel, Mahdi Louati, Kaouthar Kammoun

Publication date: 11 May 2021

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-020-09493-7

zbMATH Keywords

Wishart distributionconjugate priorBayesian estimationRiesz distributionCholesky decompositionmaximum a posterior distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Laplace transform (44A10) Missing data (62D10)

Related Items

Estimation of the parameters of a Wishart extension on symmetric matrices

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