Empirical Bayes Estimation in Multiple Linear Regression with Multivariate Skew-Normal Distribution as Prior

被引：0

作者：

Khounsiavash, Mohsen ^{[1
]}

Baghfalaki, Taban ^{[2
]}

Ganjali, Mojtaba ^{[2
]}

机构：

[1] Islamic Azad Univ, Dept Stat, Sci & Res Branch, Tehran, Iran

[2] Shahid Beheshti Univ, Dept Stat, Tehran, Iran

来源：

JOURNAL OF MATHEMATICAL EXTENSION | 2011年 / 5卷 / 02期

关键词：

Multivariate skew-normal distribution; multivariate closed skew-normal distribution; empirical bayes estimation; bayesian regression;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We develop a new empirical Bayes analysis in multiple regression models. In the present work we consider multivariate skew-normal as prior for coefficients of the model in a skew-normal population and give empirical Bayes estimation for parameters of the model. The marginal distribution of response is found to be a closed skew-normal distribution. The empirical Bayes estimator is found in a closed form and the model is applied on a data set.

引用

页码：37 / 50

页数：14

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