Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
Year of publication: |
1999
|
---|---|
Authors: | Osiewalski, Jacek |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 8.1999, 2, p. 339-344
|
Publisher: |
Springer |
Subject: | Bayesian inference | correlation | elliptical distributions | inference robustness |
-
Dynamic Conditional Correlation with Elliptical Distributions
Pelagatti, Matteo, (2004)
-
Pelagatti, Matteo, (2024)
-
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy, (2012)
- More ...
-
Bayesowska estymacja i predykcja dla jednorównaniowych modeli ekonometrycznych
Osiewalski, Jacek, (1991)
-
A note on Bayesian inference in a regression model with elliptical errors
Osiewalski, Jacek, (1989)
-
Posterior Properties of Long-Run Impulse Responses.
Koop, Gary, (1994)
- More ...