Bayesian analysis in multivariate regression models with conjugate priors
From MaRDI portal
Publication:2934862
DOI10.1080/02331888.2013.809720zbMath1304.62048OpenAlexW2061522230MaRDI QIDQ2934862
Mohammad Arashi, Hashem Salarzadeh Jenatabadi, Anis Iranmanesh, Mina Norouzirad
Publication date: 22 December 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2013.809720
inverse Laplace transformconjugate priorgeneralized Wishart distributionmatrix elliptical distribution
Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Unnamed Item
- Idea of constructing an image of Bayes action
- Bayesian inference for dependent elliptical measurement error models
- Bayes prediction in the linear model with spherically symmetric errors
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
- Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
- Bayesian analysis of the calibration problem under elliptical distributions.
- The distribution of Hermitian quadratic forms in elliptically contoured random vectors
- Robust Bayesian inference in elliptical regression models
- Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
- A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
- Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions
- Generalization of Sverdrup's Lemma and its Applications to Multivariate Distribution Theory
- Estimation and decision for linear systems with elliptical random processes
This page was built for publication: Bayesian analysis in multivariate regression models with conjugate priors