On Bayesian inference for generalized multivariate gamma distribution

DOI10.1016/j.spl.2010.05.018zbMath1201.62008OpenAlexW2129844177MaRDI QIDQ990914

Sourish Das, Dey, Dipak K.

Publication date: 1 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.018

zbMATH Keywords

Bayes estimatormultivariate beta distributionMAP estimatedispersion matrixautoregressive structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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