Improved prediction for a multivariate normal distribution with unknown mean and variance
| Year of publication: |
2009
|
|---|---|
| Authors: | Kato, Kengo |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 3, p. 531-542
|
| Publisher: |
Springer |
| Subject: | Bayesian prediction | Kullback–Leibler divergence | Multivariate normal distribution | Multivariate t-distribution | Right invariant prior | Shrinkage prior | Star ordering |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005029251