Bayesian estimation of a covariance matrix with flexible prior specification
type: Item
instance of: scholarly article
title: Bayesian estimation of a covariance matrix with flexible prior specification
zbMATH Open document ID: 1238.62029
author: Chih-Wen Hsu
author: Marick S. Sinay
author: John S. J. Hsu
published in: Annals of the Institute of Statistical Mathematics
publication date: 2012-05-23T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62P15
zbMATH DE Number: 6038177
zbMATH Keywords: Gibbs sampling
zbMATH Keywords: hierarchical analysis
zbMATH Keywords: importance sampling
zbMATH Keywords: Laplacian approximation
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: matrix logarithm transformation
zbMATH Keywords: Metropolis-Hastings algorithm
zbMATH Keywords: Volterra integral equation
describes a project that uses: BayesDA
MaRDI profile type: Publication
full work available at URL: s10463-010-0314-5
OpenAlex ID: W2138477261
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DOI: 10.1007/S10463-010-0314-5
description: scientific article; zbMATH DE number 6038177