Extended Natural Conjugate Distributions for the Multinormal Process (Classic Reprint) - Rilegato

Ando, Albert

9780331939071: Extended Natural Conjugate Distributions for the Multinormal Process (Classic Reprint)

Rilegato

ISBN 10: 033193907X ISBN 13: 9780331939071

Casa editrice: Forgotten Books, 2018

Vedi tutte le copie di questa edizione con ISBN

0 Usato

2 Nuovo

Da: EUR 25,46

Excerpt from Extended Natural Conjugate Distributions for the Multinormal Process

Furthermore, Rothenburg [4 points out an additional difficulty associated with natural conjugate analysis of the Multinormal process when this analysis is applied to reduced form systems; namely, if the joint prior of (i, E), the matrix of coefficients of the system and the inverse of the variance-covariance matrix of the residual error vector respectively, is in the natural conjugate family, then the marginal variances of all coefficients in the ith row of ﬂ are proportional to the marginal variances of coefficients in the jth row of g. In practical problems, such a restriction is often undesirable. Zellner [5 attempts to deal with this problem.

About the Publisher

Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com

This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.