Robust Bayesian inference for seemingly unrelated regressions with elliptical errors

DOI10.1006/jmva.2001.2054zbMath1025.62008OpenAlexW1968791893MaRDI QIDQ1861396

Vee Ming Ng

Publication date: 16 March 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2054

zbMATH Keywords

predictive distributionsposterior distributionsseemingly unrelated regression modelselliptical contoured distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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