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Bayesian estimation of a covariance matrix with flexible prior specification

✍ Scribed by Chih-Wen Hsu; Marick S. Sinay; John S. J. Hsu


Publisher
Springer Japan
Year
2010
Tongue
English
Weight
263 KB
Volume
64
Category
Article
ISSN
0020-3157

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Suppose that we have \((n-a)\) independent observations from \(N_{f}(0,2)\) and that, in addition, we have \(a\) independent observations available on the last \((p-c)\) coordinates. Assuming that both observations are independent, we consider the problem of estimating \(\sum\) under the Stein's los