Objective Bayesian analysis for the Student-t linear regression
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Objective Bayesian analysis for the Student-\(t\) linear regression
Recommendations
- Objective Bayesian analysis for the Student-t regression model
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- scientific article; zbMATH DE number 4211272
- The use of Jeffreys priors for the Student-tdistribution
- A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution
Cites work
- 'Objective Bayesian analysis for the Student-t regression model'
- Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
- scientific article; zbMATH DE number 5358922 (Why is no real title available?)
- scientific article; zbMATH DE number 3905641 (Why is no real title available?)
- scientific article; zbMATH DE number 3667770 (Why is no real title available?)
- scientific article; zbMATH DE number 788228 (Why is no real title available?)
- Inconsistency of estimate of the degree of freedom of multivariate Student-t disturbances in linear regression models
- Multivariate Student-t regression models: Pitfalls and inference
- Objective Bayesian analysis for the Student-t regression model
- Objective prior for the number of degrees of freedom of a \(t\) distribution
- Ordered group reference priors with application to the multinomial problem
- Posterior property of Student-t linear regression model using objective priors
- Practical business statistics
- Reference priors for exponential families with increasing dimension
- Stochastic volatility in mean models with heavy-tailed distributions
- The formal definition of reference priors
Cited in
(16)- Online inference with multi-modal likelihood functions
- A Bayesian regression model for the non-standardized t distribution with location, scale and degrees of freedom parameters
- Theoretical properties of Bayesian Student-t linear regression
- Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
- Posterior property of Student-t linear regression model using objective priors
- Bayesian student-t stochastic volatility models via scale mixtures
- Objective Bayesian analysis for the Student-t regression model
- scientific article; zbMATH DE number 1932864 (Why is no real title available?)
- A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution
- Bayesian inversion with Student's t priors based on Gaussian scale mixtures
- Conditions for robustness and limitation on Bayesian Student- t linear regression modeling
- Robust Bayesian inference for the censored mixture of experts model using heavy-tailed distributions
- Bayesian inferences for an accelerated degradation model based on tweedie exponential dispersion process
- Sparse empirical Bayes with L-smooth hyperpriors
- Objective priors for the ratio of scale parameters in generalized half normal distributions
- Objective prior for the number of degrees of freedom of a \(t\) distribution
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