Robust Bayesian seemingly unrelated regression model (Q2319484)
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scientific article; zbMATH DE number 7095929
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| English | Robust Bayesian seemingly unrelated regression model |
scientific article; zbMATH DE number 7095929 |
Statements
Robust Bayesian seemingly unrelated regression model (English)
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19 August 2019
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conjugate prior
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diagnostic procedure
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heavy-tailed distributions
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Markov chain Monte Carlo
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robustness
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scale mixture of normal distributions
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0.94254404
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0.9295128
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0.91778165
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0.9134904
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