Title : ( Bayesian analysis in multivariate regression models with conjugate priors )
Authors: Mohammad Arashi , Anis Iranmanesh , M. Norouzirad , Hashem Salarzadeh Jenatabadi ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
In this paper, we consider the full rank multivariate regression model with matrix elliptically contoured distributed errors. We formulate a conjugate prior distribution for matrix elliptical models and derive the posterior distributions of mean and scale matrices. In the sequel, some characteristics of regression matrix parameters are also proposed.
Keywords
conjugate prior; generalized Wishart distribution; matrix elliptical distribution; inverse Laplace transform
@article{paperid:1082765,
author = {Arashi, Mohammad and Anis Iranmanesh and M. Norouzirad and Hashem Salarzadeh Jenatabadi},
title = {Bayesian analysis in multivariate regression models with conjugate priors},
journal = {Statistics},
year = {2014},
volume = {48},
number = {6},
month = {November},
issn = {0233-1888},
pages = {1324--1334},
numpages = {10},
keywords = {conjugate prior; generalized Wishart distribution; matrix elliptical distribution; inverse Laplace transform},
}
%0 Journal Article
%T Bayesian analysis in multivariate regression models with conjugate priors
%A Arashi, Mohammad
%A Anis Iranmanesh
%A M. Norouzirad
%A Hashem Salarzadeh Jenatabadi
%J Statistics
%@ 0233-1888
%D 2014
