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

页码：2382 / 2389

页数：8

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