Bayesian inference in spherical linear models: robustness and conjugate analysis
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- Vidal, Ignacio & Arellano-Valle, Reinaldo B., 2010. "Bayesian inference for dependent elliptical measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2587-2597, November.
- Casanova, María P. & Iglesias, Pilar & Bolfarine, Heleno & Salinas, Victor H. & Peña, Alexis, 2010. "Semiparametric Bayesian measurement error modeling," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 512-524, March.
- Hosseini, Reshad & Sra, Suvrit & Theis, Lucas & Bethge, Matthias, 2016. "Inference and mixture modeling with the Elliptical Gamma Distribution," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 29-43.
- Yugu Xiao & Emiliano A. Valdez, 2015. "A Black-Litterman asset allocation model under Elliptical distributions," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 509-519, March.
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Keywords
Linear regression models Elliptical and squared-radial distributions Elliptical density generator Dispersion and dispersion-location elliptical models Bayes estimator Conjugate families;Statistics
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