Robust Bayesian inference in elliptical regression models

DOI10.1016/0304-4076(93)90070-LzbMATH Open0776.62029OpenAlexW2099918584MaRDI QIDQ1801423FDOQ1801423

Authors: Jacek Osiewalski, M. F. J. Steel 

Publication date: 24 November 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90070-l

Recommendations

• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• scientific article; zbMATH DE number 481981
• Bayes prediction in regressions with elliptical errors
• Bayesian marginal equivalence of elliptical regression models
• Bayesian estimation of regression parameters in elliptical measurement error models
• Robust Bayesian analysis of the linear regression model

zbMATH Keywords

posterior distributionsufficient conditionsmodel robustnessfinite mixturesdepartures from normalitynuissance parameterimproper prior densitymultivariate elliptical data densityprecision factorpredictive resultsspecification uncertainty

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Title not available (Why is that?)
• On the consistency of Bayes estimates
• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• On the theory of elliptically contoured distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Title not available (Why is that?)
• Bayesian regression analysis using poly-t densities
• Title not available (Why is that?)
• Title not available (Why is that?)
• CONDITIONING IN DYNAMIC MODELS
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayes prediction in the linear model with spherically symmetric errors
• Title not available (Why is that?)
• Elliptical multivariate analysis
• On the evaluation of poly-t density functions
• Bayes prediction in regressions with elliptical errors
• PLU Robust Bayesian Decision Theory: Point Estimation
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
• Title not available (Why is that?)
• Bayesian marginal equivalence of elliptical regression models
• Title not available (Why is that?)

Cited In (35)

• Bayesian long-run prediction in time series models
• Flexible linear mixed models with improper priors for longitudinal and survival data
• Bayesian analysis of long memory and persistence using ARFIMA models
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• Robust HPD Regions in Bayesian Regression Models
• Some useful Wishart expectations based on the multivariate \(t\)-model
• Bayesian estimation of regression parameters in elliptical measurement error models
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Stochastic frontier models. A Bayesian perspective
• Bayes minimax estimator of the mean vector in an elliptically contoured distribution
• Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
• Title not available (Why is that?)
• Bayesian analysis of generalized elliptical semi-parametric models
• Bayesian inference in spherical linear models: robustness and conjugate analysis
• On the characterization of spherical distributions
• On Bayesian inference with conjugate priors for scale mixtures of normal distributions
• Bayesian sensitivity analysis in elliptical linear regression models
• Bayes prediction in regressions with elliptical errors
• Bayesian marginal equivalence of elliptical regression models
• Influence diagnostics in nonlinear mixed-effects elliptical models
• Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
• A new class of multivariate skew distributions with applications to bayesian regression models
• A note on Bayesian spatial prediction using the elliptical distribution.
• A unified approach to marginal equivalence in the general framework of group invariance
• A Truncated Bivariate t Distribution
• A Bayesian note on competing correlation structures in the dynamic linear regression model
• Title not available (Why is that?)
• The probability content of cones in isotropic random fields
• Bayesian inference in nonlinear mixed-effects models using normal independent distributions
• On the distribution of linear combinations of the components of a Dirichlet random vector
• A note on linearly constrained Bayes estimator in elliptical models
• Bayesian analysis in multivariate regression models with conjugate priors
• Objective Bayesian inference for a generalized marginal random effects model
• Bayesian analysis of the calibration problem under elliptical distributions.

This page was built for publication: Robust Bayesian inference in elliptical regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1801423)