Posterior inference on the degrees of freedom parameter in multivariate- t regression models
DOI10.1016/0165-1765(91)90076-WzbMATH Open0748.62033MaRDI QIDQ1189352FDOQ1189352
Authors: Siddhartha Chib, Jacek Osiewalski, M. F. J. Steel 
Publication date: 26 September 1992
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Posterior analysis of stochastic frontier models using Gibbs sampling
- Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
- Title not available (Why is that?)
- Bayes prediction in the linear model with spherically symmetric errors
- Bayes prediction in regressions with elliptical errors
Cited In (15)
- Posterior property of Student-\(t\) linear regression model using objective priors
- An overview of robust Bayesian analysis. (With discussion)
- Robust Bayesian inference in elliptical regression models
- Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
- Objective prior for the number of degrees of freedom of a \(t\) distribution
- Robust Bayesian analysis of the linear regression model
- Advances and Challenges in Inferences for Elliptically Contoured t Distributions
- On the properties of the likelihood function of Spanos' conditional \(t\) heteroskedastic model
- Corrected estimates for Studenttregression models with unknown degrees of freedom
- Posterior analysis of state space model with spherical symmetricity
- Bayesian marginal equivalence of elliptical regression models
- Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models
- A Truncated Bivariate t Distribution
- A note on linearly constrained Bayes estimator in elliptical models
- Bayesian analysis in multivariate regression models with conjugate priors
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