Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors-Reference-Cited by-同舟云学术

Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors

Published:2006-05 Issue:5 Volume:97 Page:1185-1207
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Daniels Michael J.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference33 articles.

1. Bayesian analysis of binary and polychotomous response data;Albert;J. Amer. Statist. Assoc.,1993

2. Model-based Gaussian and non-Gaussian clustering;Banfield;Biometrics,1993

3. Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage;Barnard;Statist. Sinica,2000

4. Spectral models for covariance matrices;Boik;Biometrika,2002

5. Modeling the coherence in short run nominal exchange rates: a multivariate generalized arch model;Bollerslev;Rev. Econom. Statist.,1990

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian Covariance Estimation for Multi-group Matrix-variate Data;Bayesian Analysis;2024-01-01

2. Bayesian hierarchical modeling on covariance valued data;Stat;2023-03-03

3. A shrinkage approach to joint estimation of multiple covariance matrices;Metrika;2020-06-19

4. Bayesian Methods for Nonignorable Dropout in Joint Models in Smoking Cessation Studies;Journal of the American Statistical Association;2016-10-01

5. Covariance Partition Priors: A Bayesian Approach to Simultaneous Covariance Estimation for Longitudinal Data;Journal of Computational and Graphical Statistics;2016-01-02