Bayesian analysis of the calibration problem under elliptical distributions.

DOI10.1016/S0378-3758(00)00110-5MaRDI QIDQ1587197zbMATH OpenOpenAlexFDO

Authors Marcia D. Branco, Heleno Bolfarine, Pilar L. Iglesias, Reinaldo B. Arellano-Valle

Publication date 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(00)00110-5

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 556049 (Why is no real title available?)
• scientific article; zbMATH DE number 3806768 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• A Bayesian Analysis of the Linear Calibration Problem
• A Bayesian Look at Inverse Linear Regression
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Multivariate Student-t regression models: Pitfalls and inference
• New perspectives on linear calibration
• On some characterizations of the \(t\)-distribution
• Only Normal Distributions Have Linear Posterior Expectations in Linear Regression
• Robust Bayesian inference in elliptical regression models
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(10)

• A new class of multivariate skew distributions with applications to bayesian regression models
• scientific article; zbMATH DE number 7148699 (Why is no real title available?)
• scientific article; zbMATH DE number 481981 (Why is no real title available?)
• Calibration and Bayesian learning.
• Bayesian analysis in multivariate regression models with conjugate priors
• Bayesian inference for dependent elliptical measurement error models
• A Black-Litterman asset allocation model under elliptical distributions
• Subjective Bayesian analysis of the elliptical model
• scientific article; zbMATH DE number 472827 (Why is no real title available?)
• On estimation in multivariate linear calibration with elliptical errors

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