Posterior property of Student-t linear regression model using objective priors
Document Type
Article
Publication Date
6-2016
Department
Department of Mathematical Sciences
Abstract
We derive objective priors for linear model with independent Student-. t errors with unknown degrees of freedom v. 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 v a priori.
Publication Title
Statistics and Probability Letters
Recommended Citation
Wang, M.,
&
Yang, M.
(2016).
Posterior property of Student-t linear regression model using objective priors.
Statistics and Probability Letters,
113, 23-29.
http://doi.org/10.1016/j.spl.2016.02.003
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/7121