Asymptotic normality of poly-t desities
DOI10.1080/03610928808829701zbMATH Open0642.62009OpenAlexW2221453417MaRDI QIDQ3783363FDOQ3783363
Authors: George Y. C. Wong
Publication date: 1988
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829701
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asymptotic normalityBayesian linear modelgeneralized Tiao-Zellner expansionpoly-t densityposterior inference of linear parameters
Bayesian inference (62F15) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10)
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- A Useful Convergence Theorem for Probability Distributions
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- Inference about Variance Components in the One-Way Model
- Bayes's theorem and the use of prior knowledge in regression analysis
- Expansions of $t$ Densities and Related Complete Integrals
- Bayesian inference for the variance components in general mixed linear models
Cited In (3)
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