Propriety of posterior in Bayesian space varying parameter models with normal data

In Bayesian spatially varying parameter models the covariates' coefficients in a regression model are allowed to change smoothly in space. A Markov random field is adopted as an improper prior distribution for the area-specific spatial effects. We demonstrate that the posterior distribution is a proper probability distribution.

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Year of publication:	2008
Authors:	Rodrigues, Alexandre ; Assunção, Renato
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 15, p. 2408-2411
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074543