Bayesian inference in error-in-variables models

DOI10.1016/0047-259X(74)90023-2zbMath0295.62069OpenAlexW1972188347MaRDI QIDQ1213267

Jean-Francois Richard, Michel Mouchart, Jean-Pierre Florens

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(74)90023-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Linear inference, regression (62J99)

Related Items

Structural time series modeling: A Bayesian approach ⋮ J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY ⋮ Bayesian inference for dependent elliptical measurement error models ⋮ Influential Observations in the Functional Measurement Error Model ⋮ Bayesian inference in error-in-variables models ⋮ Normalization in point estimation ⋮ Linear relations in time series models. I ⋮ The estimation of a multivariate linear relation ⋮ Bayesian regression analysis using poly-t densities ⋮ Comparison between a measurement error model and a linear model without measurement error

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