Simulation-based Bayesian inferences for two-variance components linear models

DOI10.1016/S0378-3758(96)00093-6zbMath0880.62033OpenAlexW2033994519MaRDI QIDQ1361742

Penelope Vounatsou, Adrian F. M. Smith

Publication date: 28 July 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00093-6

zbMATH Keywords

simulationBayesian inferencescale mixture of normalsvariance components models\(t\)-error distributionssampling/resampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

The deductive phase of statistical analysis via predictive simulations: Test, validation and control of a linear model with autocorrelated errors representing a food process, Nonconjugate Bayesian Analysis of Variance Component Models

Uses Software

• AS 147

Cites Work

• Unnamed Item
• Unnamed Item
• Sampling-resampling techniques for the computation of posterior densities in normal means problems
• Bayesian procedures for detecting a change in a sequence of random variables
• Sampling-Based Approaches to Calculating Marginal Densities
• Algorithm AS 147: A Simple Series for the Incomplete Gamma Integral
• Interlaboratory Comparisons: Round Robins with Random Effects
• Inference about Variance Components in the One-Way Model
• Bayesian analysis of a three-component hierarchical design model