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Generalized variance estimators in the multivariate gamma models

โœ Scribed by Ph. Bernardoff; C. Kokonendji; B. Puig


Book ID
111503696
Publisher
Allerton Press Inc
Year
2008
Tongue
English
Weight
754 KB
Volume
17
Category
Article
ISSN
1066-5307

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Variance estimation for multivariate dyn
โœ Emanuel Barbosa; Jeff Harrison ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 383 KB ๐Ÿ‘ 1 views

The problem of estimating unknown observational variances in multivariate dynamic linear models is considered. Conjugate procedures are possible for univariate models and also for special very restrictive common components models but they are not generally applicable. However, for clarity of operati