Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

DOI10.1016/J.CSDA.2012.01.021zbMath1252.62031DBLPjournals/csda/WangS12OpenAlexW2002577245WikidataQ58045692 ScholiaQ58045692MaRDI QIDQ693258

Xiaoqian Sun, Min Wang

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.021

zbMATH Keywords

hypothesis testingpoint estimationreference priorsBayesian reference criterionintrinsic discrepancy loss

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Bayesian inference (62F15)

Related Items (1)

Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

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