Bayes Linear Sufficiency in Non-exchangeable Multivariate Multiple Regressions

Bayesian Analysis

David A. Wooff¹ 

关键词: Bayes linear;    Sufficient;    Multivariate multiple regression;    Approximate Bayesian;    Residual space;    Diagnostics;    Sequential;    Sample-size design;   

DOI  :  10.1214/13-BA847

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

We consider sufficiency for Bayes linear revision for multivariate multiple regression problems, and in particular where we have a sequence of multivariate observations at different matrix design points, but with common parameter vector. Such sequences ar

【 授权许可】

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