Prediction distribution for linear regression model with multivariate Student-t errors

MaRDI QIDQ3519176zbMATH OpenFDO

Authors Azizur Rahman, Shahjahan Khan

Publication date 13 August 2008

Full work available at URL http://pphmj.com/abstract/3050.htm

zbMATH Keywords

Bayesian methodbetamultiple regression modeluniform priorunivariate and multivariate Student-\(t\) distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

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(4)

• Studentization and prediction problems in multivariate multiple regression
• The prediction distribution for the heteroscedastic multivariate lineary models
• Classical and Bayesian prediction for multivariate simple regression model
• Studentization and prediction in a multivariate normal setting

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