Bayesian inference for dependent elliptical measurement error models

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dc.contributor.authorVidal, Ignacio
dc.contributor.authorArellano Valle, Reinaldo B.
dc.date.accessioned2024-01-10T12:04:27Z
dc.date.available2024-01-10T12:04:27Z
dc.date.issued2010
dc.description.abstractIn this article we provide a Bayesian analysis for dependent elliptical measurement error models considering nondifferential and differential errors. In both cases we compute posterior distributions for structural parameters by using squared radial prior distributions for the precision parameters. The main result is that the posterior distribution of location parameters, for specific priors, is invariant with respect to changes in the generator function, in agreement with previous results obtained in the literature under different assumptions. Finally, although the results obtained are valid for any elliptical distribution for the error term, we illustrate those results by using the student-t distribution and a real data set. (c) 2010 Elsevier Inc. All rights reserved.
dc.description.funderFONDECYT-Chile
dc.description.funderDPI-Universidad de Talca
dc.fechaingreso.objetodigital17-04-2024
dc.format.extent11 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jmva.2010.07.007
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1016/j.jmva.2010.07.007
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/75800
dc.identifier.wosidWOS:000282394600024
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.information.autorucMatemática;Vidal I;S/I;102064
dc.issue.numero10
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final2597
dc.pagina.inicio2587
dc.publisherELSEVIER INC
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectBayesian inference
dc.subjectDependent measurement error model
dc.subjectElliptical distribution
dc.subjectINFLUENTIAL OBSERVATIONS
dc.subjectVARIABLES
dc.subjectOUTLIERS
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleBayesian inference for dependent elliptical measurement error models
dc.typeartículo
dc.volumen101
sipa.codpersvinculados58107
sipa.codpersvinculados102064
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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