most citedMinimaxity under half-Cauchy type priors

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math.ST2026

Asymptotic testing of covariance separability for matrix elliptical data

Joni Virta, Takeru Matsuda

We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matr…

math.ST2024

Minimaxity under the half-Cauchy prior

Yuzo Maruyama, Takeru Matsuda

This is a follow-up paper of Polson and Scott (2012, Bayesian Analysis), which claimed that the half-Cauchy prior is a sensible default prior for a scale parameter in hierarchical…

math.ST2023★ 1 cited

Minimaxity under half-Cauchy type priors

Yuzo Maruyama, Takeru Matsuda

This is a follow-up paper of Polson and Scott (2012, Bayesian Analysis), which claimed that the half-Cauchy prior is a sensible default prior for a scale parameter in hierarchical…