Bayesian analysis of the calibration problem under elliptical distributions.

DOI10.1016/S0378-3758(00)00110-5zbMath1066.62040OpenAlexW2042698982MaRDI QIDQ1587197

Heleno Bolfarine, Pilar L. Iglesias, Reinaldo B. Arellano-Valle, Márcia D'Elia Branco

Publication date: 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00110-5

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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On estimation in multivariate linear calibration with elliptical errors, Unnamed Item, Bayesian analysis in multivariate regression models with conjugate priors, A Black–Litterman asset allocation model under Elliptical distributions, A new class of multivariate skew distributions with applications to bayesian regression models

Uses Software

• BUGS

Cites Work

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• A Bayesian Analysis of the Linear Calibration Problem
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• Multivariate Student-t regression models: Pitfalls and inference
• A Bayesian Look at Inverse Linear Regression