• Title/Summary/Keyword: Linear Regression Model, Elliptical Errors

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Bayes Prediction Density in Linear Models

  • Kim, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.797-803
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    • 2001
  • This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

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