Bayes prediction in the linear model with spherically symmetric errors

DOI10.1016/0165-1765(87)90178-9zbMath1328.62168OpenAlexW2095525049MaRDI QIDQ899959

Siddhartha Chib, Ram C. Tiwari, Sreenivasa Rao Jammalamadaka

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90178-9

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (15)

Predictive Influence of Unavailable Values of Future Explanatory Variables in a Linear Model ⋮ Posterior analysis of state space model with spherical symmetricity ⋮ Testing for spherical symmetry via the empirical characteristic function ⋮ Bayesian analysis in multivariate regression models with conjugate priors ⋮ Bayes prediction in regressions with elliptical errors ⋮ Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ Bayesian sensitivity analysis in elliptical linear regression models ⋮ Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models ⋮ Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions ⋮ ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS ⋮ Diagnostic Procedures for Spherically Symmetric Distributions ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models ⋮ Robust Bayesian inference in elliptical regression models ⋮ Bayesian marginal equivalence of elliptical regression models

Cites Work

• Estimation and testing in a regression model with spherically symmetric errors
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Elliptically Symmetric Distributions: A Review and Bibliography
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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