Subjective Bayesian analysis of the elliptical model

Show simple item record Van Niekerk, Janet Bekker, Andriette, 1958- Arashi, Mohammad Roux, Jacobus J.J. 2015-11-13T08:49:57Z 2015-09
dc.description.abstract For the multivariate elliptical model subjective Bayesian estimators of the location vector and some functions of the characteristic matrix with the normal-inverse Wishart and the normal-Wishart as prior, respectively, are derived. Fang and Li (1999) considered the elliptical model for Bayesian analysis for an objective prior structure. In addition, the newly developed results are applied to the multivariate normal- and t-distribution. A performance study is done to evaluate the normal-gamma and normal-inverse gamma distributions as suitable priors. A practical application for the posterior distributions of the multivariate t-distribution is included by means of Gibbs sampling and a Metropolis-Hastings algorithm. en_ZA
dc.description.embargo 2016-09-30
dc.description.librarian hb2015 en_ZA
dc.description.sponsorship National Research foundation, Grant (Re:2007043000003).The Research and Development Programme. University of Pretoria. en_ZA
dc.description.uri en_ZA
dc.identifier.citation J. Van Niekerk, A. Bekker, M. Arashi & J.J.J. Roux (2015) Subjective Bayesian Analysis of the Elliptical Model , Communications in Statistics - Theory and Methods, 44:17, 3738-3753, DOI:10.1080/03610926.2013.851222. en_ZA
dc.identifier.issn 0361-0926 (print)
dc.identifier.issn 1532-415X (online)
dc.identifier.other 10.1080/03610926.2013.851222
dc.language.iso en en_ZA
dc.publisher Taylor and Francis en_ZA
dc.rights © Taylor & Francis Group, LLC. This is an electronic version of an article published in Communications in Statistics Theory and Methods , vol. 44, no. 17, pp. 3738-3753, 2015. doi : 1080/03610926.2013.851222.Communications in Statistics Theory and Methods is available online at : http://www.tandfonline.comloi/lsta2010. en_ZA
dc.subject Characteristic matrix en_ZA
dc.subject Elliptically contoured en_ZA
dc.subject Location vector en_ZA
dc.subject Normal-inverse Wishart en_ZA
dc.subject Normal-Wishart en_ZA
dc.subject Bayesian estimators en_ZA
dc.title Subjective Bayesian analysis of the elliptical model en_ZA
dc.type Postprint Article en_ZA

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