Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151256 | Statistics & Probability Letters | 2016 | 7 Pages |
Abstract
We derive objective priors for linear model with independent Student-tt errors with unknown degrees of freedom vv. 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 vva priori.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Min Wang, Mingan Yang,