Bayes linear sufficiency in non-exchangeable multivariate multiple regressions
(2014)
Journal Article
Wooff, D. (2014). Bayes linear sufficiency in non-exchangeable multivariate multiple regressions. Bayesian Analysis, 9(1), 77-96. https://doi.org/10.1214/13-ba847
We consider sufficiency for Bayes linear revision for multivariate multiple regression problems, and in particular where we have a sequence of multivariate observations at different matrix design points, but with common parameter vector. Such sequenc... Read More about Bayes linear sufficiency in non-exchangeable multivariate multiple regressions.