Bayes prediction in regressions with elliptical errors

DOI10.1016/0304-4076(88)90050-4zbMath0677.62030OpenAlexW2010829792MaRDI QIDQ1123504

Ram C. Tiwari, Siddhartha Chib, Sreenivasa Rao Jammalamadaka

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/6d97h98d

zbMATH Keywords

normal distributionmultiplicative heteroscedasticityMonte Carlo numerical integration proceduresBayes prediction densityelliptical errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

DSGE Models with Student-tErrors, Conditional and unconditional statistical independence, A note on linearly constrained Bayes estimator in elliptical models, A note on Bayesian spatial prediction using the elliptical distribution., Bayesian sensitivity analysis in elliptical linear regression models, Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models, Advances and Challenges in Inferences for Elliptically Contoured t Distributions, ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS, The matrix-\(t\) distribution and its applications in predictive inference, Robust Bayesian inference in elliptical regression models, A new class of multivariate skew distributions with applications to bayesian regression models, Predictive inference for singular multivariate elliptically contoured distributions, Predictive inference for the elliptical linear model, Bayesian variable selection in linear regression models with non-normal errors, Bayesian marginal equivalence of elliptical regression models, Robust Bayesian inference for seemingly unrelated regressions with elliptical errors

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