Posterior moments of scale parameters in elliptical regression models
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References listed on IDEAS
- Osiewalski, Jacek, 1991.
"A note on Bayesian inference in a regression model with elliptical errors,"
Journal of Econometrics,
Elsevier, vol. 48(1-2), pages 183-193.
- Osiewalski, J., 1989. "A Note On Bayesian Inference In A Regression Model With Elliptical Errors," CORE Discussion Papers 1989040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- OSIEWALSKI,Â Jacek, 1991. "A note on Bayesian inference in a regression model with elliptical errors," CORE Discussion Papers RP 926, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Chib, Siddhartha & Tiwari, Ram C. & Jammalamadaka, S. Rao, 1988. "Bayes prediction in regressions with elliptical errors," Journal of Econometrics, Elsevier, vol. 38(3), pages 349-360, July.
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More about this item
KeywordsMultivariate elliptical data densities;
StatisticsAccess and download statistics
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