메뉴 건너뛰기




Volumn 70, Issue 1, 1999, Pages 66-85

Bayesian statistical inference on elliptical matrix distributions

Author keywords

Elliptical matrix distributions; Entropy loss; Posterior mean; Quadratic loss

Indexed keywords


EID: 0033164043     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1816     Document Type: Article
Times cited : (26)

References (29)
  • 1
    • 0002211598 scopus 로고
    • Nonnormal multivariate distributions: Inference based on elliptical contoured distributions
    • C. R. Rao, Ed., Elsevier, Amsterdam
    • 1. T. W. Anderson, Nonnormal multivariate distributions: inference based on elliptical contoured distributions, in "Multivariate Analysis: Future Directions" (C. R. Rao, Ed.), pp. 1-24, Elsevier, Amsterdam, 1993.
    • (1993) Multivariate Analysis: Future Directions , pp. 1-24
    • Anderson, T.W.1
  • 2
    • 0002240143 scopus 로고
    • On the theory of multivariate elliptically contoured distributions and their applications
    • K. T. Fang and T. W. Anderson, Eds., Allerton Press, New York
    • 2. T. W. Anderson and K. T. Fang, On the theory of multivariate elliptically contoured distributions and their applications, in "Statistical Inference in Elliptically Contoured and Related Distributions" (K. T. Fang and T. W. Anderson, Eds.), pp. 1-24, Allerton Press, New York, 1990a.
    • (1990) Statistical Inference in Elliptically Contoured and Related Distributions , pp. 1-24
    • Anderson, T.W.1    Fang, K.T.2
  • 3
    • 0000181629 scopus 로고
    • Inference in multivariate elliptically contoured distributions based on maximum likelihood
    • K. T. Fang and T. W. Anderson, Eds., Allerton Press, New York
    • 3. T. W. Anderson and K. T. Fang, Inference in multivariate elliptically contoured distributions based on maximum likelihood, in "Statistical Inference in Elliptically Contoured and Related Distributions" (K. T. Fang and T. W. Anderson, Eds.), pp. 201-216, Allerton Press, New York, 1990b.
    • (1990) Statistical Inference in Elliptically Contoured and Related Distributions , pp. 201-216
    • Anderson, T.W.1    Fang, K.T.2
  • 5
    • 0000023055 scopus 로고
    • Posterior inference on the degrees of freedom parameter in multivariate-t regression models
    • 5. S. Chib, J. Osiewalski, and M. F. J. Steel, Posterior inference on the degrees of freedom parameter in multivariate-t regression models, Econom. Lett. 37 (1991), 391-397.
    • (1991) Econom. Lett. , vol.37 , pp. 391-397
    • Chib, S.1    Osiewalski, J.2    Steel, M.F.J.3
  • 6
    • 0001250024 scopus 로고
    • Bayes prediction in regressions with elliptical errors
    • 6. S. Chib, R. C. Tiwari, and S. R. Jammalamadaka, Bayes prediction in regressions with elliptical errors, J. Econometrics 38 (1988), 349-360.
    • (1988) J. Econometrics , vol.38 , pp. 349-360
    • Chib, S.1    Tiwari, R.C.2    Jammalamadaka, S.R.3
  • 7
    • 0000235196 scopus 로고
    • Spherical matrix distributions and a multivariate model
    • 7. A. P. Dawid, Spherical matrix distributions and a multivariate model, J. Roy. Statist. Soc. Ser. B 39 (1977), 254-261.
    • (1977) J. Roy. Statist. Soc. Ser. B , vol.39 , pp. 254-261
    • Dawid, A.P.1
  • 8
    • 0000752425 scopus 로고
    • Estimation of covariance matrix under Stein's loss
    • 8. D. K. Dey and C. Srinivasan, Estimation of covariance matrix under Stein's loss, Ann. Statist. 13 (1985), 1581-1591.
    • (1985) Ann. Statist. , vol.13 , pp. 1581-1591
    • Dey, D.K.1    Srinivasan, C.2
  • 12
    • 0009220295 scopus 로고
    • The continuous multivariate location-scale model revisited: A tale of robustness
    • 12. C. Fernández, J. Osiewalski, and M. F. J. Steel, The continuous multivariate location-scale model revisited: A tale of robustness, Biometrika 81 (1994), 588-594.
    • (1994) Biometrika , vol.81 , pp. 588-594
    • Fernández, C.1    Osiewalski, J.2    Steel, M.F.J.3
  • 13
    • 0000406169 scopus 로고
    • Empirical Bayes estimation of the multivariate normal covariance matrix
    • 13. L. R. Haff, Empirical Bayes estimation of the multivariate normal covariance matrix, Ann. Statist. 8 (1980), 586-597.
    • (1980) Ann. Statist. , vol.8 , pp. 586-597
    • Haff, L.R.1
  • 14
    • 0000202526 scopus 로고
    • Bessel functions of matrix argument
    • 14. C. S. Herz, Bessel functions of matrix argument, Ann. Math. 61 (1955), 474-523.
    • (1955) Ann. Math. , vol.61 , pp. 474-523
    • Herz, C.S.1
  • 15
    • 0001486499 scopus 로고
    • Estimation with quadratic loss
    • University of California Press, Berkeley
    • 15. W. James and C. Stein, Estimation with quadratic loss, in "Proc. Fourth Berkeley Symp. Math. Statist. Prob.," Vol. 1, pp. 361-379, University of California Press, Berkeley, 1961.
    • (1961) Proc. Fourth Berkeley Symp. Math. Statist. Prob. , vol.1 , pp. 361-379
    • James, W.1    Stein, C.2
  • 16
    • 38249038294 scopus 로고
    • Bayes prediction in the linear model with spherically symmetric errors
    • 16. S. R. Jammalamadaka, R. C. Tiwari, and S. Chib, Bayes prediction in the linear model with spherically symmetric errors, Econom. Lett. 24 (1987), 39-44.
    • (1987) Econom. Lett. , vol.24 , pp. 39-44
    • Jammalamadaka, S.R.1    Tiwari, R.C.2    Chib, S.3
  • 17
    • 0029843085 scopus 로고    scopus 로고
    • Exact t and F tests for analyzing studies with multiple endpoints
    • 17. J. Läuter, Exact t and F tests for analyzing studies with multiple endpoints, Biometrics 52 (1996), 964-970.
    • (1996) Biometrics , vol.52 , pp. 964-970
    • Läuter, J.1
  • 18
    • 0042688770 scopus 로고    scopus 로고
    • New multivariate tests for data with an inherent structure
    • 18. J. Läuter, F. Glimm, and S. Kropf, New multivariate tests for data with an inherent structure, Biometrical J. 38 (1996), 5-23.
    • (1996) Biometrical J. , vol.38 , pp. 5-23
    • Läuter, J.1    Glimm, F.2    Kropf, S.3
  • 19
    • 0009303226 scopus 로고
    • Some subclasses of spherical matrix
    • 19. R. Z. Li, Some subclasses of spherical matrix, J. Grad. School Acad. Sinica 9 (1992), 125-140.
    • (1992) J. Grad. School Acad. Sinica , vol.9 , pp. 125-140
    • Li, R.Z.1
  • 20
    • 38249002647 scopus 로고
    • The characteristic functions of spherical matrix distributions
    • 20. R. Z. Li, The characteristic functions of spherical matrix distributions, Statist. Probab. Lett. 17 (1993), 273-279.
    • (1993) Statist. Probab. Lett. , vol.17 , pp. 273-279
    • Li, R.Z.1
  • 23
    • 0001424686 scopus 로고
    • Estimating covariance in a multivariate normal distribution
    • S. S. Gupta and D. Moore, Eds., Academic Press, New York
    • 23. I. Olkin and J. B. Selliah, Estimating covariance in a multivariate normal distribution, in "Statistical Decision Theory and Related Topics, II" (S. S. Gupta and D. Moore, Eds.), pp. 313-326, Academic Press, New York, 1977.
    • (1977) Statistical Decision Theory and Related Topics , vol.2 , pp. 313-326
    • Olkin, I.1    Selliah, J.B.2
  • 24
    • 0009220296 scopus 로고
    • A note on Bayesian inference in a regression model with regression errors
    • 24. J. Osiewalski A note on Bayesian inference in a regression model with regression errors, J. Econometrics 48 (1991), 183-193.
    • (1991) J. Econometrics , vol.48 , pp. 183-193
    • Osiewalski, J.1
  • 25
    • 38249002035 scopus 로고
    • Robust Bayesian inference in elliptical regression models
    • 25. J. Osiewalski and M. F. J. Steel, Robust Bayesian inference in elliptical regression models, J. Econometrics 57 (1993a), 345-363.
    • (1993) J. Econometrics , vol.57 , pp. 345-363
    • Osiewalski, J.1    Steel, M.F.J.2
  • 28
    • 0009150587 scopus 로고
    • A generalized class of estimators in linear regression models with multivariate-t distributed error
    • 28. P. K. Sing, S. Misra, and S. K. Pandey, A generalized class of estimators in linear regression models with multivariate-t distributed error, Statist. Probab. Lett. 23 (1995), 171-178.
    • (1995) Statist. Probab. Lett. , vol.23 , pp. 171-178
    • Sing, P.K.1    Misra, S.2    Pandey, S.K.3
  • 29
    • 0000723104 scopus 로고
    • Bayesian and non-Bayesian analysis of the regression model with multivariate student-t error terms
    • 29. A. Zellner, Bayesian and non-Bayesian analysis of the regression model with multivariate Student-t error terms, J. Amer. Statist. Assoc 71 (1976), 400-405.
    • (1976) J. Amer. Statist. Assoc , vol.71 , pp. 400-405
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.