Scale-dependent priors for variance parameters in structured additive distributional regression

DOI10.1214/15-BA983zbMath1357.62115MaRDI QIDQ516537

Nadja Klein, Thomas Kneib

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1448323525

zbMATH Keywords

Kullback-Leibler divergenceMarkov chain Monte Carlo simulationspenalised complexity priorpenalised splinespropriety of the posterior

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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