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. / Dissertation (MSc)--University of Pretoria, 2012. / Statistics / MSc / Unrestricted
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:up/oai:repository.up.ac.za:2263/30945 |
| Date | 21 June 2013 |
| Creators | Van Niekerk, Janet |
| Contributors | Bekker, Andriette, 1958-, Roux, Jacobus J.J., Arashi-Shahrood, M. |
| Source Sets | South African National ETD Portal |
| Detected Language | English |
| Type | Dissertation |
| Rights | © 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 |
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