Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
type: Item
instance of: scholarly article
zbMATH Open document ID: 1069.62508
DOI: 10.2307/2669939
author: Robert E. Kass
author: Michael J. Daniels
publication date: 2002-07-30T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1773817
zbMATH Keywords: Givens angles
zbMATH Keywords: Hierarchical prior
zbMATH Keywords: Random effects
zbMATH Keywords: Shrinkage
zbMATH Keywords: Variance matrix
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/2669939
OpenAlex ID: W4242795515
title: Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
description: scientific article; zbMATH DE number 1773817