Remark 14 If we let ν0 = ∞ in Theorem 1, the choice for Σ0 simplifies to Σ0 = Σˆ. In this case, the covariance matrix in the Bayes setting is not subject to any uncertainty, but fixed to Σˆ as well.
Remark 14 If we let ν0 = ∞ in Theorem 1, the choice for Σ0 simplifies to Σ0 = Σˆ. Inthis case, the covariance matrix in the Bayes setting is not subject to any uncertainty,but fixed to Σˆ as well.