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inequalty
2008 Dec 08
1
Multivariate kernel density estimation
I would like to estimate a 95% highest density area for a multivariate
parameter space (In the context of anova). Unfortunately I have only
experience with univariate kernel density estimation, which is remarkebly
easier :)
Using Gibbs, i have sampled from a posterior distirbution of an Anova model
with k means (mu) and 1 common residual variance (s2). The means are
independent of eachother, but