Bayesian inference for multivariate regression model with generalized matrix variate distributions

MaRDI QIDQ5398495zbMATH OpenFDO

Authors Jinshan Liu, Qiang Xia, Heung Wong

Publication date 28 February 2014

zbMATH Keywords

\(t\)-distributionBayesian inferencedouble singular matricesHausdorff measure

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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(23)

• Predictive inference for singular multivariate elliptically contoured distributions
• Bayesian inference of a multivariate regression model
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• The matrix-\(t\) distribution and its applications in predictive inference
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
• Bayesian inference in spherical linear models: robustness and conjugate analysis
• Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
• Bayesian analysis in multivariate regression models with conjugate priors
• On Bayesian inference with conjugate priors for scale mixtures of normal distributions
• Default Bayesian analysis for multivariate generalized CAR models
• Bayesian predictive analysis of a multiple equations linear model system
• scientific article; zbMATH DE number 5629278 (Why is no real title available?)
• scientific article; zbMATH DE number 3898021 (Why is no real title available?)
• scientific article; zbMATH DE number 2058061 (Why is no real title available?)
• scientific article; zbMATH DE number 2147417 (Why is no real title available?)
• Bayesian inference for the precision matrix for scale mixtures of normal distributions
• Matrix inference and estimation in multi-layer models*
• Bayesian Modeling of Joint Regressions for the Mean and Covariance Matrix
• Bayesian predictive analysis of the multiple linear model system
• Bayesian predictive analysis of multiple linear regression model systems
• Total probability and Bayes formulae for joint multidimensional-matrix Gaussian distributions
• Inverse Wishart distributions based on singular elliptically contoured distributions
• On Bayesian inference for generalized multivariate gamma distribution

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