Some notes on parameter estimation in a class of linear models with an error vector having multivariate t distribution 分布的一类线性模型下参数估计的若干注记
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( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution . ( 4 ) the bayesian diagnosis and unit root test method about the random error series . ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown 然后，研究了扩散先验分布下单方程模型参数的贝叶斯估计理论，证明了模型系数的后验分布为多元t分布，模型误差项方差的后验估计为逆gamma分布；根据多元t分布和f分布之间的关系，构造了模型系数线性假设检验的贝叶斯方法；根据hpd置信区间构造了随机误差序列自相关的贝叶斯诊断和单位根检验方法，并利用单方程模型的贝叶斯推断理论研究了方差已知时的贝叶斯均值控制图和方差未知时的贝叶斯均值?标准差控制图。
