Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination |
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| Authors: | Noura Ait Mohammed |
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| Affiliation: | Department of Mathematics , University Mouloud Mammeri , Tizi-Ouzou, Algeria |
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| Abstract: | In this article, the Bayesian analysis of the regression model with errors terms generated by a first-order autoregressive model is considered. Our aim is to study the effect of two kinds of contamination of this model via the posterior distribution of the regression parameter. |
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| Keywords: | Bayesian inference Outliers Posterior distribution Regression model |
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