Cholesky decomposition of a hyper inverse Wishart matrix

Biometrika

Volumn 87, Issue 1, 2000, Pages 99-112

  Roverato, Alberto ^a  

^a UNIVERSITY OF MODENA AND REGGIO EMILIA   (Italy)

Author keywords

Cholesky decomposition; Conjugate distribution; Covariance selection model; Decomposable graph; Hyper Markov distribution; Strong hyper Markov property

Indexed keywords

EID: 0001842997     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.1.99     Document Type: Article

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