Cholesky decomposition of a hyper inverse Wishart matrix

By A. Roverato. 2000

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Parsimonious Covariance Matrix Estimation for Longitudinal Data (2002, methodology): “Wermuth (1980) showed that if è corresponds to a decomposable graphical model, then for a perfect ordering of the elements of e, the lower triangle of B has the same pattern of zeros as èƒ1 (see also Roverato 2000).”
Wishart distributions for decomposable graphs (2007, unknown): “By Gérard Letac and Hélène Massam1”
Wishart distributions for decomposable covariance graph models (2011, background): “The first part is a direct consequence of a result in [28] and the proof of the second part can be found in [27].”