Empirical Bayes Estimation in Multiple Linear Regression with Multivariate Skew-Normal Distribution as Prior
We develop a new empirical Bayes analysis in multiple regression models. In the present work we consider multivariate skewnormal 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 respon...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University
2011-09-01
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| Series: | Journal of Mathematical Extension |
| Online Access: | http://ijmex.com/index.php/ijmex/article/view/87 |