Bayes prediction in the linear model with spherically symmetric errors

DOI10.1016/0165-1765(87)90178-9zbMath1328.62168OpenAlexW2095525049MaRDI QIDQ899959

Siddhartha Chib, Ram C. Tiwari, Sreenivasa Rao Jammalamadaka

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90178-9

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

Predictive Influence of Unavailable Values of Future Explanatory Variables in a Linear Model, Posterior analysis of state space model with spherical symmetricity, Testing for spherical symmetry via the empirical characteristic function, Bayesian analysis in multivariate regression models with conjugate priors, Bayes prediction in regressions with elliptical errors, Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions, A note on linearly constrained Bayes estimator in elliptical models, Bayesian sensitivity analysis in elliptical linear regression models, Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models, Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions, ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS, Diagnostic Procedures for Spherically Symmetric Distributions, Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models, Robust Bayesian inference in elliptical regression models, Bayesian marginal equivalence of elliptical regression models

Cites Work

• Estimation and testing in a regression model with spherically symmetric errors
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Elliptically Symmetric Distributions: A Review and Bibliography
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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