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In this paper, we propose a class of Bayes estimators for the covariance matrix of graphical Gaussian models Markov with respect to a decomposable graph G. Working with the WPG family defined by Letac and Massam [Ann. Statist. 35 (2007) 1278–1323] we derive closed-form expressions for Bayes estimators under the entropy and squared-error losses. The WPG family includes the classical inverse of t...
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ژورنال
عنوان ژورنال: Africa
سال: 2010
ISSN: 0001-9720,1750-0184
DOI: 10.3366/e0001972009001338