Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

DOI10.1016/J.CSDA.2012.01.021zbMATH Open1252.62031DBLPjournals/csda/WangS12OpenAlexW2002577245WikidataQ58045692 ScholiaQ58045692MaRDI QIDQ693258FDOQ693258

Authors: Min Wang, Xiaoqian Sun 

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

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zbMATH Keywords

hypothesis testingreference priorspoint estimationBayesian reference criterionintrinsic discrepancy loss

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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• Some Remarks on Noninformative Priors
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Tests for the independence between two seemingly unrelated regression equations

Cited In (4)

• Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
• Correlation in a Bayesian framework
• Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
• Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

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