Nonconjugate Bayesian Estimation of Covariance Matrices and its Use in Hierarchical Models

Journal of the American Statistical Association

Volumn 94, Issue 448, 1999, Pages 1254-1263

  Daniels, Michael J ^a   Kass, Robert E ^b  

^a Iowa State University ^*  (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Givens angles; Hierarchical prior; Random effects; Shrinkage; Variance matrix

Indexed keywords

EID: 0442325081     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1999.10473878     Document Type: Article

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