scientific article; zbMATH DE number 4211272

MaRDI QIDQ3358052zbMATH OpenFDO

Authors

Publication date 1988

zbMATH Keywords

auto-correlationautoregressive processbivariate posterior distributionchoice of an informative priordegrees of freedomi.i.d. Student-\(t\) errorslinear modelsmarginal posterior distributionmultivariate Student-t distributionnon-normal errors

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Posterior inference on the degrees of freedom parameter in multivariate- t regression models
• The emperor's new clothes: a critique of the multivariate t regression model
• Objective Bayesian analysis for the Student-t regression model
• Multivariate Student-t regression models: Pitfalls and inference
• Robust Bayesian inference in elliptical regression models

Cited in

(18)

• Posterior inference on the degrees of freedom parameter in multivariate- t regression models
• Robust Bayesian inference in elliptical regression models
• Objective Bayesian analysis for the Student-t linear regression
• Bayesian regression with nonparametric heteroskedasticity
• Posterior property of Student-t linear regression model using objective priors
• Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
• Bayesian assessment of assumptions of regression analysis
• Prediction distribution for linear regression model with multivariate Student-t errors
• Objective Bayesian analysis for the Student-t regression model
• scientific article; zbMATH DE number 3982270 (Why is no real title available?)
• scientific article; zbMATH DE number 4062398 (Why is no real title available?)
• Bayesian analysis of the linear regression model with an edgeworth series prior distribution
• Multivariate Student-t regression models: Pitfalls and inference
• scientific article; zbMATH DE number 472826 (Why is no real title available?)
• BAYESIAN ANALYSIS OF THE LINEAR REGRESSION MODEL WITH NON‐NORMAL DISTURBANCES
• scientific article; zbMATH DE number 4115747 (Why is no real title available?)
• BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
• Bayesian Inference in Generalized Error and Generalized Student-tRegression Models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3358052)