Subjective Bayesian Analysis of the Elliptical Model

DOI10.1080/03610926.2013.851222zbMath1328.62320OpenAlexW1987859003MaRDI QIDQ3458111

Janet van Niekerk, Mohammad Arashi, J. J. J. Roux, Andriëtte Bekker

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.851222

zbMATH Keywords

Bayesiancharacteristic matrixlocation vectorelliptically contourednormal-inverse Wishartnormal-Wishart

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (2)

On the ridge regression estimator with sub-space restriction ⋮ Wishart distributions: advances in theory with Bayesian application

Cites Work

• Bessel functions of matrix argument
• Inverse Wishart distributions based on singular elliptically contoured distributions
• Inference from iterative simulation using multiple sequences
• Multivariate Three-Parameter Log-Elliptical Distributions
• Bayesian multivariate normal analysis with a wishart prior
• Estimation and decision for linear systems with elliptical random processes
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Subjective Bayesian Analysis of the Elliptical Model