[1] A. S. AL-Mouel and A. J. Mohaisen , Study on Bayes Semiparametric Regression , J. Adv. Appl. Math., 2 (4)(2017) 197-207.
[2] O. Barndorff-Nielsen, distribution and distributions on hyperbolae , Scand.J. Statist., 5(1978) 151-157.
[3] G. P. Box and G. C. Tiao , Bayesian Inference in Statistical Analysis , Addison Wesley publishing company, Inc. London, U.K., 1973.
[4] T. Choi, J. Lee and A. Roy , A note on the bayes factor in a semiparametric regression model , J. Multivar. Anal., 100(6)(2009) 1316-1327.
[5] P. J. Deshmaps , Bayesian estimation of generalized hyperbolic skewed student GARCH models , Comput. Stat. Data Anal., Elsevier, 56(11) (2012) 3035-3054.
[6] M. P.B. Gallaugher and P.D. McNicholas , Three Skewed Matrix Variate Distributions , Stat. Probab. Lett., Elsevier, 145 (2019) 103-109.
[7] W. Hardle, Smoothing Technique with Implementation in S, Spring-Verlage, New York., 1991.
[9] A. E. Koudou and C. Ley , Characterizations of GIG Laws: A survey Complemented with Two New Result, Proba. Surv., 11 (2014) 161-176.
[10] N. Langrene and X. Warin, Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating, J. Comput. Graphical Stat., 28 (2019) 596-608.
[12] S. J. Press , Subjective and Objective Bayesian Statistics Principles, Models and Application, John Wiley & Sons, Canada. , 2003.
[13] M. Przystalski , Estimation of the Covariance Matrix in Multivariate Partially Linear Models, J. Multivar. Anal., 123 (2014) 380 -385.
[14] B. W. Silverman, Density Estimation for Statistics and Data Analysis, Chapman and Hall, London, 1986.
[15] L. Thabane and M. S. Haq , On the Matrix-variate Generalized Hyperbolic Distribution and its Bayesian Applications , J. Theor. . Appl. Stat. Sci. , 38(6) (2004) 511-526.
[16] J. You, Y. Zhou, G. Che , Statistical Inference for Multivariate Partially Linear Regression Models, Can. J. Stat.,41(1)(2013) 1-22.