Bayesian covariance matrix estimation using a mixture of decomposable graphical models.
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| Title: | Bayesian covariance matrix estimation using a mixture of decomposable graphical models. |
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| Authors: | Helen Armstrong1, Christopher Carter2, Kin Wong3, Robert Kohn2 |
| Source: | Statistics & Computing. Sep2009, Vol. 19 Issue 3, p303-316. 14p. |
| Database: | Mathematics Source |
| ISSN: | 09603174 |
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| DOI: | 10.1007/s11222-008-9093-8 |