FCS converges to a stationary distribution under the normal linear model with NIG priors, with equivalence between joint-model and conditional-model prior specifications for linear regression analysis.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.CO 1years
2022 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Joint distribution properties of Fully Conditional Specification under the normal linear model with normal inverse-gamma priors
FCS converges to a stationary distribution under the normal linear model with NIG priors, with equivalence between joint-model and conditional-model prior specifications for linear regression analysis.