Bayesian Predictive Inference for Some Linear Models under Student-T Errors

Name: Bayesian Predictive Inference for Some Linear Models under Student-T Errors
Price: 49.23 USD
Availability: InStock
ISBN: 9783639040869

ISBN-10: 3639040864

ISBN-13: 9783639040869

Edition: 2008

Authors: Azizur Rahman

List price: $64.00

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Description:

In real life often we need to make inferences about the behaviour of the unobserved responses for a model based on the observed responses from the model. Regression models with normal errors are commonly considered in prediction problems. However, when the underlying distributions have heavier tails, the normal errors assumption fails to allow sufficient probability in the tail areas to make allowance for any extreme value or outliers. As well, it cannot deal with the uncorrelated but not independent observations which are common in time series and econometric studies. In such situations, the Student-t errors assumption is appropriate. Traditionally, a number of statistical methods such as…

Book details

List price: $64.00
Copyright year: 2008
Publisher: .AV Akademikerverlag GmbH & Co. KG
Binding: Paperback
Pages: 88
Size: 6.00" wide x 9.00" long x 0.18" tall
Weight: 0.308
Language: English