Subjective Bayesian analysis of the elliptical model

DOI10.1080/03610926.2013.851222MaRDI QIDQ3458111zbMATH OpenOpenAlexFDO

Authors Janet van Niekerk, A. Bekker, M. Arashi, J. J. J. Roux

Publication date 8 December 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.851222

zbMATH Keywords

Bayesiancharacteristic matrixelliptically contouredlocation vectornormal-inverse Wishartnormal-Wishart

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• Bayesian multivariate normal analysis with a wishart prior
• Bessel functions of matrix argument
• Estimation and decision for linear systems with elliptical random processes
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• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences
• Inverse Wishart distributions based on singular elliptically contoured distributions
• Multivariate three-parameter log-elliptical distributions

Cited in

(11)

• Bayesian statistical inference on elliptical matrix distributions
• Bayesian analysis of the calibration problem under elliptical distributions.
• Bayesian analysis in multivariate regression models with conjugate priors
• scientific article; zbMATH DE number 4024535 (Why is no real title available?)
• scientific article; zbMATH DE number 4100407 (Why is no real title available?)
• A Subjective Bayesian Response BIAS Model
• scientific article; zbMATH DE number 481981 (Why is no real title available?)
• On the ridge regression estimator with sub-space restriction
• Estimation under the matrix variate elliptical model
• scientific article; zbMATH DE number 773970 (Why is no real title available?)
• Wishart distributions: advances in theory with Bayesian application

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