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Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

โœ Scribed by Min Wang; Xiaoqian Sun

Book ID
113557797
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
613 KB
Volume
56
Category
Article
ISSN
0167-9473

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โœ Vee Ming Ng ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 75 KB

Bayesian inference is considered for the seemingly unrelated regressions with an elliptically contoured error distribution. We show that the posterior distribution of the regression parameters and the predictive distribution of future observations under elliptical errors assumption are identical to