Posterior inference on the degrees of freedom parameter in multivariate-t regression models
- 31 December 1991
- journal article
- Published by Elsevier in Economics Letters
- Vol. 37 (4) , 391-397
- https://doi.org/10.1016/0165-1765(91)90076-w
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A note on Bayesian inference in a regression model with elliptical errorsJournal of Econometrics, 1991
- Bayes prediction in regressions with elliptical errorsJournal of Econometrics, 1988
- Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedomEconomics Letters, 1988
- Bayes prediction in the linear model with spherically symmetric errorsEconomics Letters, 1987