کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146976 957541 2009 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Predictive inference for singular multivariate elliptically contoured distributions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Predictive inference for singular multivariate elliptically contoured distributions
چکیده انگلیسی

We have derived the predictive distributions of future responses and the regression matrix in the multivariate linear regression model, under the singular or nonsingular matrix variate elliptically contoured distribution with noninformative prior, with respect to the Hausdorff measure. The predictive distributions are also derived under the singular or nonsingular matrix variate normal distribution with normal–inverse Wishart conjugate prior as a particular case of the matrix elliptically contoured distribution. The predictive distributions are singular or nonsingular matrix-TT distributions introduced by Diaz-Garcia and Gutierrez-Jaimez [J.A. Diaz-Garcia, R. Gutierrez-Jaimez, Distribution of the generalized inverse of a random matrix and its applications, J. Statist. Plann. Inference 136 (2006) 183–192], both in the noninformative and conjugate prior cases. The first result gives inference robustness with respect to departures from the underlying distribution assumption in the direction of elliptically contoured distributions, even in the singularly distributed case.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 7, August 2009, Pages 1440–1446
نویسندگان
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