JSM Activity #122

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Activity ID:  122
Title Room
* ! Bayesian Estimation of Covariance Matrices H-Grand Salon D
Date / Time Sponsor Type
08/06/2001    2:00 PM  -  3:50 PM Section on Bayesian Stat. Sciences*, ENAR Topic Contributed
Organizer: John Liechty, Pennsylvania State University
Chair: Robert McCulloch, University of Chicago
Discussant:  
Floor Discussion 3:45 PM
Description

Speakers will discuss recent advances with regards to covariance estimation. They will discuss both new methods and application of these methods to real world problems.
  301198  By:  Merrill Liechty 2:05 PM 08/06/2001
Mixing the Correlation Matrix

  301278  By:  John Liechty 2:25 PM 08/06/2001
Hidden Markov Process in Correlation Structure Switching Regimes

  300975  By:  Mohsen Pourahmadi 2:45 PM 08/06/2001
Time Series Perspectives on Modeling Unstructured Covariance Matrices

  301312  By:  John Boscardin 3:05 PM 08/06/2001
Models for the Covariance Structure of Longitudinal Data

  300880  By:  Marc Scott 3:25 PM 08/06/2001
Covariance Models for Latent Structure in Longitudinal Data

JSM 2001

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Revised March 2001