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

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

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 va priori.

Min Wang | Min Wang | Mingan Yang | Ming-Chung Yang

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