Bayesian covariance matrix estimation using a mixture of decomposable graphical models.

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