Bayesian inference for dependent elliptical measurement error models

DOI10.1016/J.JMVA.2010.07.007MaRDI QIDQ604372zbMATH OpenOpenAlexFDO

Authors Ignacio Vidal, Reinaldo B. Arellano-Valle

Publication date 10 November 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/144965

zbMATH Keywords

Bayesian inferenceelliptical distributiondependent measurement error model

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10)

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• A Bayesian Study of the Error-in-Variables Model
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• Bayesian Inference in Linear Relations
• Bayesian inference in error-in-variables models
• Bayesian inference in spherical linear models: robustness and conjugate analysis
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• Elliptical structural models
• Estimation of a structural linear regression model with a known reliability ratio
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• Measurement Error in Nonlinear Models
• On some characterizations of the \(t\)-distribution
• On the theory of elliptically contoured distributions
• Outliers and influential observations in the structural errors-in-variables model
• Skew normal measurement error models
• The influence function in the errors in variables problem
• Weak nondifferential measurement error models

Cited in

(4)

• Bayesian estimation of regression parameters in elliptical measurement error models
• A note on linearly constrained Bayes estimator in elliptical models
• Bayesian analysis in multivariate regression models with conjugate priors
• Semiparametric Bayesian measurement error modeling

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