Bayesian inference in spherical linear models: robustness and conjugate analysis

DOI10.1016/J.JMVA.2004.12.002MaRDI QIDQ2581516zbMATH OpenOpenAlexFDO

Authors Reinaldo B. Arellano-Valle, Pilar L. Iglesias, Guido E. Del Pino

Publication date 10 January 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2004.12.002

zbMATH Keywords

Bayes estimatorConjugate familiesDispersion and dispersion-location elliptical modelsElliptical and squared-radial distributionsElliptical density generator

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Bayesian marginal equivalence of elliptical regression models
• Bayesian sensitivity analysis in elliptical linear regression models
• Classical and Bayesian Inference Robustness in Multivariate Regression Models
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• scientific article; zbMATH DE number 4100407 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• On some characterizations of spherical distributions
• On some characterizations of the \(t\)-distribution
• On the theory of elliptically contoured distributions
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Robust Bayesian inference in elliptical regression models
• The continuous multivariate location-scale model revisited: A tale of robustness

Cited in

(14)

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• Robust Bayesian inference on scale parameters
• Bayesian inference for dependent elliptical measurement error models
• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
• Semiparametric Bayesian measurement error modeling

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