PREDICTION DISTRIBUTION FOR LINEAR REGRESSION MODEL WITH MULTIVARIATE STUDENT-t ERRORS

Azizur Rahman (Australia) and Shahjahan Khan (Australia)

Received April 2, 2007; Revised August 5, 2007

References:

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Keywords and phrases: multiple regression model, multivariate Student-t errors, Bayesian method, uniform prior, prediction distribution, beta, univariate and multivariate Student-t distributions.