Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models (Q1189352)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Posterior inference on the degrees of freedom parameter in multivariate- t regression models |
scientific article; zbMATH DE number 55223
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models |
scientific article; zbMATH DE number 55223 |
Statements
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models (English)
0 references
26 September 1992
0 references
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.
0 references
posterior inference
0 references
overall prior structure
0 references
sample information
0 references
multivariate Student-\(t\) distribution
0 references
nonlinear error models
0 references
degrees of freedom
0 references
0.8160795569419861
0 references
0.8159480690956116
0 references
0.8055904507637024
0 references
