Posterior inference on the degrees of freedom parameter in multivariate-t regression models

Author:

Chib Siddharta,Osiewalski Jacek,Steel Mark F.J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference7 articles.

1. Bayes prediction in regressions with elliptical errors;Chib;Journal of Econometrics,1988

2. Bayes prediction in the linear model with spherically symmetric errors;Jammalamadaka;Economics Letters,1987

3. A note on conditional independence with statistical application;Mouchart;Statistica,1984

4. A note on Bayesian inference in a regression model with elliptical errors;Osiewalski;Journal of Econometrics,1991

5. Robust Bayesian inference in elliptical regression models;Osiewalski,1990

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1. A note on linearly constrained Bayes estimator in elliptical models;Journal of Computational and Applied Mathematics;2021-01

2. Advances and Challenges in Inferences for Elliptically Contoured t Distributions;Advances and Challenges in Parametric and Semi-parametric Analysis for Correlated Data;2016

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4. References;Statistical Inference for Models with Multivariatet-Distributed Errors;2014-10-03

5. Statistical Inference for Models with Multivariatet-Distributed Errors;2014-09-05

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