Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage

Statistica Sinica

Volumn 10, Issue 4, 2000, Pages 1281-1311

  Barnard, John ^a   McCulloch, Robert ^b   Meng, Xiao Li ^b  

^a HARVARD UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

General location model; General location scale model; Gibbs sampler; Hierarchical models; Markov chain Monte Carlo; Wishart distribution

Indexed keywords

EID: 0034557223     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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