Bayesian Statistical Inference on Elliptical Matrix Distributions
نویسندگان
چکیده
منابع مشابه
Bayesian Statistical Inference on Elliptical Matrix Distributions
In this paper we are concerned with Bayesian statistical inference for a class of elliptical distributions with parameters + and 7. Under a noninformative prior distribution, we obtain the posterior distribution, posterior mean, and generalized maximim likelihood estimators of + and 7. Under the entropy loss and quadratic loss, the best Bayesian estimators of 7 are derived as well. Some applica...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1999
ISSN: 0047-259X
DOI: 10.1006/jmva.1998.1816