Title

Posterior property of Student-t linear regression model using objective priors

Document Type

Article

Publication Date

6-1-2016

Abstract

© 2016 Elsevier B.V. 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

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