128 citations · 294 across the 8 of their papers we have counts for
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bayes-an1995★ 7 cited
Bayes linear covariance matrix adjustment for multivariate dynamic linear models
Darren J Wilkinson, Michael Goldstein
A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded i…
bayes-an1995
Bayes linear adjustment for variance matrices
Darren J Wilkinson, Michael Goldstein
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 re…