Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

DOI10.1016/j.csda.2012.01.021zbMath1252.62031WikidataQ58045692 ScholiaQ58045692MaRDI QIDQ693258

Xiaoqian Sun, Min Wang

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.021

zbMATH Keywords

hypothesis testing; point estimation; reference priors; Bayesian reference criterion; intrinsic discrepancy loss

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62H20: Measures of association (correlation, canonical correlation, etc.)

62F10: Point estimation

62F15: Bayesian inference

Related Items

Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

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