Objective Bayesian Analysis of Kullback-Liebler Divergence of two Multivariate Normal Distributions with Common Covariance Matrix and Star-shape Gaussian Graphical Model

Objective Bayesian Analysis of Kullback-Liebler Divergence of two Multivariate Normal Distributions with Common Covariance Matrix and Star-shape Gaussian Graphical Model

This dissertation consists of four independent but related parts, each in a Chapter. The first part is an introductory. It serves as the background introduction and offer preparations for later parts. The second part discusses two population multivariate normal distributions with common covariance m...

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Bibliographic Details
Main Author: Li, Zhonggai
Other Authors: Statistics
Format: Others
Published: Virginia Tech 2014
Subjects:
Multivariate Normal Distributions
Monte Carlo
Star-shape Gaussian Graphical Model
Objective Priors
Jeffreys' Priors
Reference Priors
Invariant Haar Prior
Fisher Information Matrix
Frequentist Matching
Kullback-Liebler Divergence
Online Access:http://hdl.handle.net/10919/28121
http://scholar.lib.vt.edu/theses/available/etd-06252008-155353/

Internet

http://hdl.handle.net/10919/28121
http://scholar.lib.vt.edu/theses/available/etd-06252008-155353/

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