Bayesian analysis of generalized elliptical semi-parametric models

DOI10.1080/02664763.2015.1109070MaRDI QIDQ5138101zbMATH OpenOpenAlexFDO

Authors Luz Marina Rondón, Heleno Bolfarine

Publication date 3 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2015.1109070

zbMATH Keywords

\(B\)-splinesBayesian analysisMCMC algorithmR packagescale mixtures of normal distributionssemi-parametric models

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A practical guide to splines
• A semiparametric Bayesian approach to joint mean and variance models
• BayesGESM
• Bayesian Measures of Model Complexity and Fit
• Bayesian modeling of variance heterogeneity in normal regression models
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized additive models. An introduction with R.
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 472953 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Regression. Models, methods and applications
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
• Robust Statistics
• Semiparametric additive models under symmetric distributions
• Statistical properties of the generalized inverse Gaussian distribution
• Understanding some long‐tailed symmetrical distributions

Cited in

(1)

• Bayesian smoothing for time-varying extremal dependence

Describes a project that uses

Uses Software

• BayesGESM
• R
• robustbase
• GLIM
• gamair

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