Bayesian Multivariate Statistical Inference Theory

Author: Zhu Huiming
Publisher:
Publish Date: 2006-01-01
Features: This book systematically studies the Bayesian inference theory of multivariate statistical models and its applications in economic management. The main contents include the basic definitions and properties of matrix normal distribution, Wishart distribution, and multivariate t distribution, the construction methods of parameter prior distributions, the Bayesian inference theory of multivariate linear models and multiple linear models, and the Bayesian inference theory of vector autoregression VAR(p) forecasting models.