Bayesian analysis in multivariate regression models with conjugate priors

DOI10.1080/02331888.2013.809720zbMATH Open1304.62048OpenAlexW2061522230MaRDI QIDQ2934862FDOQ2934862

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

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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)

Cites Work

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• Bayes prediction in the linear model with spherically symmetric errors
• The distribution of Hermitian quadratic forms in elliptically contoured random vectors
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
• Generalization of Sverdrup's Lemma and its Applications to Multivariate Distribution Theory
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
• A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
• Bayesian analysis of the calibration problem under elliptical distributions.
• Bayesian inference for the precision matrix for scale mixtures of normal distributions

Cited In (7)

• Bayesian predictive analysis of a multiple equations linear model system
• Bayesian inference of a multivariate regression model
• Characterizing priors by posterior expectations in multivariate analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Conjugate Bayesian Regression Models for Massive Geostatistical Data Sets
• Bayesian predictive analysis of multiple linear regression model systems

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