Bayesian statistical inference on elliptical matrix distributions

CSpace

	Bayesian statistical inference on elliptical matrix distributions
	Fang, KT ; Li, RZ
	1999-07-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	70 期号:1 页码:66-85
摘要	In this paper we are concerned with Bayesian statistical inference for a class of elliptical distributions with parameters mu and Sigma. Under a noninformative prior distribution, we obtain the posterior distribution, posterior mean, and generalized maximim likelihood estimators of mu and Sigma. Under the entropy loss and quadratic loss, the best Bayesian estimators of Sigma are derived as well. Some applications are given. (C) 1999 Academic Press.
关键词	elliptical matrix distributions entropy loss posterior mean quadratic loss
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000080805400004
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14277
专题	中国科学院数学与系统科学研究院
通讯作者	Fang, KT
作者单位	1.Hong Kong Baptist Univ, Beijing, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China 3.Univ N Carolina, Chapel Hill, NC USA
推荐引用方式 GB/T 7714	Fang, KT,Li, RZ. Bayesian statistical inference on elliptical matrix distributions[J]. JOURNAL OF MULTIVARIATE ANALYSIS,1999,70(1):66-85.
APA	Fang, KT,&Li, RZ.(1999).Bayesian statistical inference on elliptical matrix distributions.JOURNAL OF MULTIVARIATE ANALYSIS,70(1),66-85.
MLA	Fang, KT,et al."Bayesian statistical inference on elliptical matrix distributions".JOURNAL OF MULTIVARIATE ANALYSIS 70.1(1999):66-85.