The matrix-F prior for estimating and testing covariance matrices
type: Item
instance of: scholarly article
title: The matrix-F prior for estimating and testing covariance matrices
zbMATH Open document ID: 1407.62080
DOI: 10.1214/17-BA1092
author: Joris Mulder
author: Luis Pericchi
published in: Bayesian Analysis
publication date: 2018-12-06T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ba/1515747744
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 6989981
zbMATH Keywords: matrix-variate F distribution
zbMATH Keywords: intrinsic prior
zbMATH Keywords: testing inequality constraints
zbMATH Keywords: horsehoe prior
zbMATH Keywords: hierarchical models
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: covariance matrix
zbMATH Keywords: generalized linear mixed models
Wikidata QID: Q63362814
describes a project that uses: BayesDA
describes a project that uses: BOCOR
MaRDI profile type: Publication
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OpenAlex ID: W2782670000
description: scientific article; zbMATH DE number 6989981