D.3 Multivariate estimation
In order to provide a reasonably simple introduction to Bayesian statistics, avoiding matrix theory as far as possible, the coverage of this book has been restricted largely to cases where only one measurement is taken at a time. Useful references for multivariate Bayesian statistics are Box and Tiao (1992, Chapter ), Zellner (1971, Chapter ), Press (2009) and O’Hagan and Forster (2004, Sections 10.28–10.41).
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