A flexible class of parametric distributions for Bayesian linear mixed models

DOI10.1007/S11749-018-0590-6zbMath1420.62288OpenAlexW2809273395WikidataQ62763493 ScholiaQ62763493MaRDI QIDQ2273166

Mohsen Maleki, Darren Wraith, Reinaldo B. Arellano-Valle

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-018-0590-6

zbMATH Keywords

Bayesian analysisMCMC methodlinear mixed effect modelunrestricted skew-normal distributionunrestricted skew-normal generalized-hyperbolic distribution

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (12)

Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations ⋮ Prediction for the processes with almost cyclostationary structure ⋮ A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models ⋮ Autoregressive processes with generalized hyperbolic innovations ⋮ Time series models based on the unrestricted skew-normal process ⋮ Asymmetric heavy-tailed vector auto-regressive processes with application to financial data ⋮ Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models ⋮ Robust mixture modeling based on two-piece scale mixtures of normal family ⋮ Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Symmetrical and asymmetrical mixture autoregressive processes ⋮ Robust clustering via mixtures of \(t\) factor analyzers with incomplete data

Uses Software

• R
• JAGS
• sn
• Stan
• nimble

Cites Work

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