文章基本信息

标题：Objective Bayesian Analysis for the Student- $t$ Linear Regression
本地全文：下载
作者：Daojiang He ; Dongchu Sun ; Lei He 等
期刊名称：Bayesian Analysis
印刷版ISSN：1931-6690
电子版ISSN：1936-0975
出版年度：2021
卷号：16
期号：1
页码：129-145
DOI：10.1214/20-BA1198
语种：English
出版社：International Society for Bayesian Analysis
摘要：In this paper, objective Bayesian analysis for the Student- t linear regression model with unknown degrees of freedom is studied. The reference priors under all the possible group orderings for the parameters in the model are derived. The posterior propriety under each reference prior is validated by considering a larger class of priors. Simulation studies are carried out to investigate the frequentist properties of Bayesian estimators based on the reference priors. Finally, the Bayesian approach is applied to two real data sets.
关键词：scale mixture of normals;reference prior;independent Jeffreys prior