Title : ( Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models )
Authors: Mohammad Arashi , A. K. MD. Ehsanes Saleh , Daya K. Nagar , S. M. M.Tabatabaey ,
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Abstract
In the context of a subclass of matrix variate elliptically contoured (MEC) models, namely Laplacian MEC, with location vector and dispersion matrix , where both are unknown, Bayesian inference is considered through vague prior knowledge firstly. At the second step, an informative prior is incorporated to derive posterior distributions of and . Afterward, the main result is thoroughly considered for matrix variate Student’s t-model and thus generalizing the result of Arnold Zellner (Zellner, 1976).
Keywords
, Matrix elliptically contoured distribution; Jeffreys’ prior; Matrix variate Student, t distribution; Zonal polynomials
@article{paperid:1082642,
author = {Arashi, Mohammad and A. K. MD. Ehsanes Saleh and Daya K. Nagar and S. M. M.Tabatabaey},
title = {Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models},
journal = {Communications in Statistics - Theory and Methods},
year = {2015},
volume = {44},
number = {13},
month = {July},
issn = {0361-0926},
pages = {2774--2787},
numpages = {13},
keywords = {Matrix elliptically contoured distribution; Jeffreys’ prior; Matrix variate Student-t distribution; Zonal polynomials},
}
%0 Journal Article
%T Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models
%A Arashi, Mohammad
%A A. K. MD. Ehsanes Saleh
%A Daya K. Nagar
%A S. M. M.Tabatabaey
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2015
