-
1
-
-
0034557223
-
Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage
-
BARNARD, J., MCCULLOCH, R. & MENG, X. (2000). Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage. Statist. Sinica 10, 1281-311.
-
(2000)
Statist. Sinica
, vol.10
, pp. 1281-1311
-
-
Barnard, J.1
Mcculloch, R.2
Meng, X.3
-
3
-
-
3843084827
-
The matrix-logarithm covariance model
-
CHIU, T., LEONARD, T. & TSUI, K. (1996). The matrix-logarithm covariance model. J. Am. Statist. Assoc. 81, 310-20.
-
(1996)
J. Am. Statist. Assoc.
, vol.81
, pp. 310-320
-
-
Chiu, T.1
Leonard, T.2
Tsui, K.3
-
4
-
-
0442325081
-
Nonconjugate Bayesian estimation of covariance matrices
-
DANIELS, M. & KASS, R. (1999). Nonconjugate Bayesian estimation of covariance matrices. J. Am. Statist. Assoc. 94, 1254-63.
-
(1999)
J. Am. Statist. Assoc.
, vol.94
, pp. 1254-1263
-
-
Daniels, M.1
Kass, R.2
-
5
-
-
3843120764
-
Bayesian inference for nondecomposable graphical gaussian models
-
To appear
-
DELLAPORTAS, P., GIUDICI, P. & ROBERTS, G. (2003). Bayesian inference for nondecomposable graphical gaussian models. Sankhya A. To appear.
-
(2003)
Sankhya A
-
-
Dellaportas, P.1
Giudici, P.2
Roberts, G.3
-
7
-
-
0001038826
-
Covariance selection
-
DEMPSTER, A. P. (1972). Covariance selection. Biometrics 28, 157-75.
-
(1972)
Biometrics
, vol.28
, pp. 157-175
-
-
Dempster, A.P.1
-
8
-
-
0003597030
-
-
Oxford: Clarendon Press
-
DIGGLE, P., HEAGERTY, P., LIANG, K-Y. & ZEGER, S. (2002). Analysis of Longitudinal Data, 2nd ed. Oxford: Clarendon Press.
-
(2002)
Analysis of Longitudinal Data, 2nd Ed.
-
-
Diggle, P.1
Heagerty, P.2
Liang, K.-Y.3
Zeger, S.4
-
9
-
-
0002256959
-
Multivariate empirical bayes and estimation of covariance matrices
-
EFRON, B. & MORRIS, C. (1976). Multivariate empirical Bayes and estimation of covariance matrices. Ann. Statist. 4, 22-32.
-
(1976)
Ann. Statist.
, vol.4
, pp. 22-32
-
-
Efron, B.1
Morris, C.2
-
10
-
-
0012852487
-
Multivariate tests of financial models: A new approach
-
GIBBONS, M. (1982). Multivariate tests of financial models: A new approach. J. Finan. Econ. 14, 217-36.
-
(1982)
J. Finan. Econ.
, vol.14
, pp. 217-236
-
-
Gibbons, M.1
-
11
-
-
0001099335
-
Decomposable graphical Gaussian model determination
-
GIUDICI, P. & GREEN, P. (1999). Decomposable graphical Gaussian model determination. Biometrika 86, 785-801.
-
(1999)
Biometrika
, vol.86
, pp. 785-801
-
-
Giudici, P.1
Green, P.2
-
12
-
-
77956889087
-
Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
-
GREEN, P. J. (1995). Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika 84, 711-32.
-
(1995)
Biometrika
, vol.84
, pp. 711-732
-
-
Green, P.J.1
-
13
-
-
0001466038
-
The variational form of certain Bayes estimators
-
HAFF, L. R. (1991). The variational form of certain Bayes estimators. Ann. Statist. 19, 1163-90.
-
(1991)
Ann. Statist.
, vol.19
, pp. 1163-1190
-
-
Haff, L.R.1
-
14
-
-
0023563816
-
A method of comparing profiles of repeated measurements
-
KENWARD, M. G. (1987). A method of comparing profiles of repeated measurements. Appl. Statist. 36, 296-308.
-
(1987)
Appl. Statist.
, vol.36
, pp. 296-308
-
-
Kenward, M.G.1
-
16
-
-
21144471428
-
Bayesian inference for a covariance matrix
-
LEONARD, T. & HSU, J. S. J. (1992). Bayesian inference for a covariance matrix. Ann. Statist. 20, 1669-96.
-
(1992)
Ann. Statist.
, vol.20
, pp. 1669-1696
-
-
Leonard, T.1
Hsu, J.S.J.2
-
20
-
-
0012806293
-
Joint mean-covariance models with application to longitudinal data: Unconstrained parameterisation
-
POURAHMADI, M. (1999). Joint mean-covariance models with application to longitudinal data: Unconstrained parameterisation. Biometrika 86, 677-90.
-
(1999)
Biometrika
, vol.86
, pp. 677-690
-
-
Pourahmadi, M.1
-
21
-
-
0001304198
-
Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
-
POURAHMADI, M. (2000). Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix. Biometrika 87, 425-35.
-
(2000)
Biometrika
, vol.87
, pp. 425-435
-
-
Pourahmadi, M.1
-
22
-
-
0035995077
-
Hyper inverse Wishart distribution for non-decomposable graphs and its application to Bayesian inference for Gaussian graphical models
-
ROVERATO, A. (2002). Hyper inverse Wishart distribution for non-decomposable graphs and its application to Bayesian inference for Gaussian graphical models. Scand. J. Statist. 29, 391-411.
-
(2002)
Scand. J. Statist.
, vol.29
, pp. 391-411
-
-
Roverato, A.1
-
23
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
SHARPE, W. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. J. Finan. 19, 425-42.
-
(1964)
J. Finan.
, vol.19
, pp. 425-442
-
-
Sharpe, W.1
-
24
-
-
0036970576
-
Bayesian parsimonious covariance matrix estimation for longitudinal data
-
SMITH, M. & KOHN, R. (2002). Bayesian parsimonious covariance matrix estimation for longitudinal data. J. Am. Statist. Assoc. 87, 1141-53.
-
(2002)
J. Am. Statist. Assoc.
, vol.87
, pp. 1141-1153
-
-
Smith, M.1
Kohn, R.2
-
26
-
-
21844496542
-
Estimation of a covariance matrix using the reference prior
-
YANG, R. & BERGER, J. O. (1994). Estimation of a covariance matrix using the reference prior. Ann. Statist. 22, 1195-211.
-
(1994)
Ann. Statist.
, vol.22
, pp. 1195-1211
-
-
Yang, R.1
Berger, J.O.2
|