Constrained Bayesian Method for Testing Equi-Correlation Coefficient

The problem of testing the equi-correlation coefficient of a standard symmetric multivariate normal distribution is considered. Constrained Bayesian and classical Bayes methods, using the maximum likelihood estimation and Stein’s approach, are examined. For the investigation of the obtained theoreti...

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Bibliographic Details
Main Authors: Kartlos Kachiashvili, Ashis SenGupta
Format: Article
Language:English
Published: MDPI AG 2024-10-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/13/10/722
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