Bayesian marginal equivalence of elliptical regression models

DOI10.1016/0304-4076(93)90032-ZzbMath0786.62044MaRDI QIDQ1314483

Jacek Osiewalski, Mark F. J. Steel

Publication date: 16 May 1994

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

zbMATH Keywords

nuisance parametertail behaviourscale matrixconditionally natural conjugate gamma priorelliptical regression modelsmarginal equivalencemultivariate nonnormal elliptical error distributionsproper prior densitiessemiconjugate prior structures

Mathematics Subject Classification ID

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

Related Items

An overview of robust Bayesian analysis. (With discussion), Robust Bayesian inference in elliptical regression models, A unified approach to marginal equivalence in the general framework of group invariance, Bayesian inference in spherical linear models: robustness and conjugate analysis

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