Posterior property of Student-t linear regression model using objective priors

被引：4

作者：

Wang, Min ^{[1
]}

Yang, Mingan ^{[2
]}

机构：

[1] Michigan Technol Univ, Dept Math Sci, Houghton, MI 49931 USA

[2] San Diego State Univ, Div Epidemiol & Biostat, San Diego, CA 92182 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2016年 / 113卷

关键词：

Bayesian inference; Objective priors; Robustness to outliers; BAYESIAN-ANALYSIS; INFORMATION; INFERENCE;

D O I：

10.1016/j.spl.2016.02.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We derive objective priors for linear model with independent Student-t errors with unknown degrees of freedom v. It is shown that most of them preclude the existence of a proper posterior distribution unless we are willing to truncate the possible values of v a priori. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：23 / 29

页数：7

共 50 条

[1] Objective Bayesian Analysis for the Student-t Linear Regression
He, Daojiang
Sun, Dongchu
He, Lei
[J]. BAYESIAN ANALYSIS, 2021, 16 (01): : 129 - 145
[2] Objective Bayesian analysis for the Student-t regression model
Fonseca, Thais C. O.
Ferreira, Marco A. R.
Migon, Helio S.
[J]. BIOMETRIKA, 2008, 95 (02) : 325 - 333
[3] Student-t Process Regression with Student-t Likelihood
Tang, Qingtao
Niu, Li
Wang, Yisen
Dai, Tao
An, Wangpeng
Cai, Jianfei
Xia, Shu-Tao
[J]. PROCEEDINGS OF THE TWENTY-SIXTH INTERNATIONAL JOINT CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2017, : 2822 - 2828
[4] Student-t Process Regression with Dependent Student-t Noise
Tang, Qingtao
Wang, Yisen
Xia, Shu-Tao
[J]. ECAI 2016: 22ND EUROPEAN CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2016, 285 : 82 - 89
[5] Theoretical properties of Bayesian Student-t linear regression
Gagnon, Philippe
Hayashi, Yoshiko
[J]. STATISTICS & PROBABILITY LETTERS, 2023, 193
[6] The use of Jeffreys priors for the Student-t distribution
Ho, Kwok-Wah
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2012, 82 (07) : 1015 - 1021
[7] Influence diagnostics for Student-t censored linear regression models
Massuia, Monique B.
Barbosa Cabral, Celso Romulo
Matos, Larissa A.
Lachos, Victor H.
[J]. STATISTICS, 2015, 49 (05) : 1074 - 1094
[8] Student-t censored regression model: properties and inference
Reinaldo B. Arellano-Valle
Luis M. Castro
Graciela González-Farías
Karla A. Muñoz-Gajardo
[J]. Statistical Methods & Applications, 2012, 21 : 453 - 473
[9] PREDICTION DISTRIBUTION FOR A LINEAR-REGRESSION MODEL WITH MULTIVARIATE STUDENT-T ERROR DISTRIBUTION
HAQ, MS
KHAN, S
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (12) : 4705 - 4712
[10] Student-t censored regression model: properties and inference
Arellano-Valle, Reinaldo B.
Castro, Luis M.
Gonzalez-Farias, Graciela
Munoz-Gajardo, Karla A.
[J]. STATISTICAL METHODS AND APPLICATIONS, 2012, 21 (04): : 453 - 473

← 1 2 3 4 5 →