Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

We present formulas that allow us to decompose a function ƒ of d variables into a sum of 2 d terms f u indexed by subsets u of {1,. . . , d}, where each term f u depends only on the variables with ...

We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models ...