Bayesian Inference of a Non normal Multivariate Partial Linear Regression Model
نویسندگان
چکیده
This research includes the Bayesian estimation of parameters multivariate partial linear regression model when random error follows matrix-variate generalized modified Bessel distribution and found statistical test represented by finding Bayes factor criterion, predictive under assumption that shape are known. The prior about is non-informative information, as well simulate on generated data from a suggested way based different values of parameters, kernel function used in generation was Gaussian function, bandwidth (Smoothing) parameter according to rule thumb. It posterior marginal probability location matrix matrix-t with scale proper but it does not belong conjugate family, Through sample process drawn population population.
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ژورنال
عنوان ژورنال: IRAOI JOURNAL OF STATISTICAL SCIENCES
سال: 2021
ISSN: ['2664-2956', '1680-855X']
DOI: https://doi.org/10.33899/iqjoss.2021.169967