Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models (Q1189352)
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| Language | Label | Description | Also known as |
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| English | Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models |
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Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models (English)
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26 September 1992
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Nonlinear regression models with errors that follow multivariate Student- \(t\) distribution with \(\nu\) degrees of freedom are considered. This paper focusses on a general class of nonlinear error models and discusses Bayesian inference on the degrees of freedom parameter \(\nu\). Sufficient conditions under which the prior of \(\nu\) is not updated by the sample are given.
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posterior inference
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overall prior structure
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sample information
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multivariate Student-\(t\) distribution
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nonlinear error models
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degrees of freedom
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