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Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models

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Abstract:

In the context of a subclass of matrix variate elliptically contoured (MEC) models, namely Laplacian MEC, with location vector and dispersion matrix , where both are unknown, Bayesian inference is considered through vague prior knowledge firstly. At the second step, an informative prior is incorporated to derive posterior distributions of and . Afterward, the main result is thoroughly considered for matrix variate Student’s t-model and thus generalizing the result of Arnold Zellner (Zellner, 1976 Zellner, A. (1976). Bayesian and non-Bayesian analysis of the regression model with multivariate Student-t error terms. J. Amer. Statist. Assoc. 71(354): 400–405.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]).

Tópico:

Advanced Statistical Methods and Models

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Citations: 3
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Información de la Fuente:

SCImago Journal & Country Rank
FuenteCommunication in Statistics- Theory and Methods
Cuartil año de publicaciónNo disponible
Volumen44
Issue13
Páginas2774 - 2787
pISSNNo disponible
ISSN0361-0926

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