Bayesian estimation of a covariance matrix with flexible prior specification
| Year of publication: |
2012
|
|---|---|
| Authors: | Hsu, Chih-Wen ; Sinay, Marick ; Hsu, John |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 2, p. 319-342
|
| Publisher: |
Springer |
| Subject: | Gibbs sampling | Hierarchical analysis | Importance sampling | Laplacian approximation | Markov Chain Monte Carlo | Matrix logarithm transformation | Metropolis–Hastings algorithm | Volterra integral equation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539483