Bayes Linear Sufficiency in Non-exchangeable Multivariate Multiple Regressions

[摘要] 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 sequences ar

[学科分类] 统计和概率

[关键词] Bayes linear;Sufficient;Multivariate multiple regression;Approximate Bayesian;Residual space;Diagnostics;Sequential;Sample-size design