Bayesian estimation of the regression model with autocorrelated errors under contamination

被引：1
|
作者：
Mohammed, Noura Ait [1 ]
Ibazizen, Mohamed [1 ]
机构：
[1] Univ Mouloud Mammeri, Dept Math, Tizi Ouzou 15000, Algeria
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 15期
关键词：
Bayesian inference; outliers; posterior distribution; regression model;
D O I：
10.1080/03610920801919668
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, the Bayesian analysis of the regression model with errors terms generated by a first-order autoregressive model is considered. Our aim is to study the effect of two kinds of contamination of this model via the posterior distribution of the regression parameter.
引用
收藏
页码：2382 / 2389
页数：8
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