Bayesian estimation of a bounded precision matrix
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DOI: 10.1016/j.jmva.2014.02.016
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References listed on IDEAS
- Kubokawa, Tatsuya & Srivastava, Muni S., 2008. "Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1906-1928, October.
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Keywords
Hierarchical prior; Inadmissibility; Orthogonal invariance; Random effect model; Restricted parameter space; Statistical decision theory; Uniform prior; Wishart distribution;All these keywords.
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