Bayesian analysis in multivariate regression models with conjugate priors

DOI10.1080/02331888.2013.809720MaRDI QIDQ2934862zbMATHOpenAlexFDO

Authors M. Arashi, A. Iranmanesh, Hashem Salarzadeh Jenatabadi, M. 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

zbMATH Keywords

conjugate priorinverse Laplace transformgeneralized Wishart distributionmatrix elliptical distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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• Generalization of Sverdrup's Lemma and its Applications to Multivariate Distribution Theory
• Idea of constructing an image of Bayes action
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Robust Bayesian inference in elliptical regression models
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
• The distribution of Hermitian quadratic forms in elliptically contoured random vectors

Cited in

(11)

• Bayesian inference for multivariate regression model with generalized matrix variate distributions
• Bayesian predictive analysis of multiple linear regression model systems
• Bayesian inference of a multivariate regression model
• scientific article; zbMATH DE number 4159872 (Why is no real title available?)
• Characterizing priors by posterior expectations in multivariate analysis
• Multivariate hierarchical Bayesian models and choice of priors in the analysis of survey data
• On Bayesian inference with conjugate priors for scale mixtures of normal distributions
• Subjective Bayesian analysis of the elliptical model
• Bayesian predictive analysis of a multiple equations linear model system
• scientific article; zbMATH DE number 503458 (Why is no real title available?)
• Conjugate Bayesian Regression Models for Massive Geostatistical Data Sets

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