Open AccessThe Matrix-F Prior for Estimating and Testing Covariance Matrices
Author(s) -
Joris Mulder,
Luis R. Pericchi
Publication year - 2018
Publication title -
bayesian analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.685
H-Index - 58
eISSN - 1936-0975
pISSN - 1931-6690
DOI - 10.1214/17-ba1092
Subject(s) - wishart distribution , inverse wishart distribution , mathematics , scatter matrix , estimation of covariance matrices , matrix t distribution , matrix normal distribution , multivariate normal distribution , normal wishart distribution , covariance matrix , law of total covariance , covariance , statistics , covariance intersection , multivariate statistics