Posterior analysis of state space model with spherical symmetricity

DOI10.1155/2015/612024zbMath1426.62093OpenAlexW2192391161WikidataQ59114229 ScholiaQ59114229MaRDI QIDQ1657905

Ranjita Pandey

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/612024

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Cites Work

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• Bayes prediction in the linear model with spherically symmetric errors
• Antithetic acceleration of Monte Carlo integration in Bayesian inference
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
• Estimation of the parameters of a regression model with a multivariate t error variable
• Elliptically Symmetric Distributions: A Review and Bibliography
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Bayesian Inference in Econometric Models Using Monte Carlo Integration

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