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Subjective Bayesian analysis of elliptical models
Dissertation (MSc)--University of Pretoria, 2012.
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| Format: | Thesis |
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University of Pretoria
2013
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| _version_ | 1867613698796814336 |
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| access_status_str | Open Access |
| author2 | Bekker, Andriette, 1958- |
| author_browse | Bekker, Andriette, 1958- |
| author_facet | Bekker, Andriette, 1958- |
| collection | Thesis |
| dc_rights_str_mv | © 2012 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria |
| description | Dissertation (MSc)--University of Pretoria, 2012. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/30945 |
| institution | University of Pretoria (South Africa) |
| last_indexed | 2026-06-10T12:40:17.184Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/30945 Subjective Bayesian analysis of elliptical models Bekker, Andriette, 1958- Roux, Jacobus J.J. Arashi-Shahrood, M. Van Niekerk, Janet UCTD Bayesian Characteristic matrix Elliptically contoured Dissertation (MSc)--University of Pretoria, 2012. The problem of estimation has been widely investigated with all different kinds of assumptions. This study focusses on the subjective Bayesian estimation of a location vector and characteristic matrix for the univariate and multivariate elliptical model as oppose to objective Bayesian estimation that has been thoroughly discussed (see Fang and Li (1999) amongst others). The prior distributions that will be assumed is the conjugate normal-inverse Wishart prior and also the normal-Wishart prior which has not yet been considered in literature. The posterior distributions, joint and marginal, as well as the Bayes estimators will be derived. The newly developed results are applied to the multivariate normal and multivariate t-distribution. For subjective Bayesian analysis the vector-spherical matrix elliptical model is also studied. Statistics MSc Unrestricted 2013-09-09T07:51:51Z 2013-06-28 2013-09-09T07:51:51Z 2013-04-17 2012 2013-06-21 Dissertation Van Niekerk, J 2012, Subjective Bayesian analysis of elliptical models, MSc Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/30945> E13/4/514/gm http://hdl.handle.net/2263/30945 http://upetd.up.ac.za/thesis/available/etd-06212013-143729/ © 2012 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria application/pdf University of Pretoria |
| spellingShingle | UCTD Bayesian Characteristic matrix Elliptically contoured Subjective Bayesian analysis of elliptical models |
| title | Subjective Bayesian analysis of elliptical models |
| title_full | Subjective Bayesian analysis of elliptical models |
| title_fullStr | Subjective Bayesian analysis of elliptical models |
| title_full_unstemmed | Subjective Bayesian analysis of elliptical models |
| title_short | Subjective Bayesian analysis of elliptical models |
| title_sort | subjective bayesian analysis of elliptical models |
| topic | UCTD Bayesian Characteristic matrix Elliptically contoured |
| url | http://hdl.handle.net/2263/30945 http://upetd.up.ac.za/thesis/available/etd-06212013-143729/ |