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Bayesian Statistical Inference on Elliptical Matrix Distributions

โœ Scribed by Kai-Tai Fang; Runze Li


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
156 KB
Volume
70
Category
Article
ISSN
0047-259X

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โœฆ Synopsis


In this paper we are concerned with Bayesian statistical inference for a class of elliptical distributions with parameters + and 7. Under a noninformative prior distribution, we obtain the posterior distribution, posterior mean, and generalized maximim likelihood estimators of + and 7. Under the entropy loss and quadratic loss, the best Bayesian estimators of 7 are derived as well. Some applications are given.


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