Bayesian statistical inference on elliptical matrix distributions
文献类型：期刊论文
| 作者 | Fang, KT; Li, RZ |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 1999-07-01 |
| 卷号 | 70期号:1页码:66-85 |
| 关键词 | elliptical matrix distributions entropy loss posterior mean quadratic loss |
| ISSN号 | 0047-259X |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000080805400004 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14276]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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