Abstract
The matrixt distribution is derived and its properties are shown which are applied for the Bayesian inference in the multivariate linear model. By this approach hypothesis tests for the multivariate model are derived which are less sensitive than the tests of the sampling theory. Examples of their application in the analysis of data for the detection of deformations are given.
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Koch, K.R., Riesmeier, K. Bayesian inference for the derivation of less sensitive hypothesis tests. Bull. Geodesique 59, 167–179 (1985). https://doi.org/10.1007/BF02520608
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DOI: https://doi.org/10.1007/BF02520608