A hierarchical eigenmodel for pooled covariance estimation

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 71, Issue 5, 2009, Pages 971-992

  Hoff, Peter D ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Bayesian inference; Copula; Markov chain Monte Carlo methods; Principal components; Random matrix; Stiefel manifold

Indexed keywords

EID: 70350087511     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2009.00716.x     Document Type: Article

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