Bayes linear adjustment for variance matrices
| dc.creator | Wilkinson, Darren J | |
| dc.creator | Goldstein, Michael | |
| dc.date | 1995-06-04 | |
| dc.date | 1995-06-05 | |
| dc.date.accessioned | 2026-07-07T08:58:28Z | |
| dc.date.available | 2026-07-07T08:58:28Z | |
| dc.description | We examine the problem of covariance belief revision using a geometric approach. We exhibit an inner-product space where covariance matrices live naturally --- a space of random real symmetric matrices. The inner-product on this space captures aspects of our beliefs about the relationship between covariance matrices of interest to us, providing a structure rich enough for us to adjust beliefs about unknown matrices in the light of data such as sample covariance matrices, exploiting second-order exchangeability specifications. | |
| dc.description | To appear in the Bayesian Statistics 5 conference volume. LaTeX, 11 pages, Chicago BIB-style (included), 2 postscript figures. Also available as a postscript file from http://fourier.dur.ac.uk:8000/~dma3djw/djwgvar.html For information on [B/D], go to http://fourier.dur.ac.uk:8000/stats/bd/ | |
| dc.identifier | https://arxiv.org/abs/bayes-an/9506001 | |
| dc.identifier | http://arxiv.org/abs/bayes-an/9506001 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/147335 | |
| dc.subject | Data Analysis, Statistics and Probability | |
| dc.title | Bayes linear adjustment for variance matrices | |
| dc.type | text |