Bayesian estimation of constrained mean-covariance of normal distributions Academic Article

authors

• Pourahmadi, Mohsen

published proceedings

• STATISTICS & PROBABILITY LETTERS

author list (cited authors)

• Kundu, A., & Pourahmadi, M.

citation count

• 0

complete list of authors

• Kundu, Anupam||Pourahmadi, Mohsen

publication date

• March 2023

publisher

• Elsevier  Publisher

published in

• Statistics and Probability Letters  Journal

keywords

• Normal -inverse Gamma
• Shrinkage Inverse Wishart
• Structured Covariance

Digital Object Identifier (DOI)

• 10.1016/j.spl.2022.109745

start page

• 109745

end page

• 109745

volume

• 194

URL

• http://dx.doi.org/10.1016/j.spl.2022.109745