Hierarchical models with scale mixtures of normal distributions

DOI10.1007/BF02564434zbMath0891.62016MaRDI QIDQ1367096

Adrian F. M. Smith, S. T. Boris Choy

Publication date: 25 June 1998

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

outliersrobustnesssensitivity analysisGibbs samplerone-way random effects modelhierarchical modelsscale mixture of normalsadaptive rejection samplingStudent texponential-power familypositive stable random variableratio-of-uniformsstable family

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (26)

Skew-mixed effects model for multivariate longitudinal data with categorical outcomes and missingness ⋮ Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect ⋮ A Bayesian conditional autoregressive geometric process model for range data ⋮ Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions ⋮ Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications ⋮ Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties ⋮ Multiple hypothesis testing and clustering with mixtures of non-central \(t\)-distributions applied in microarray data analysis ⋮ New insights on the multivariate skew exponential power distribution ⋮ Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions ⋮ Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures ⋮ Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions ⋮ The extended exponential power distribution and Bayesian robustness. ⋮ A skew-normal random effects model for longitudinal ordinal categorical responses with missing data ⋮ Bayesian analysis of censored linear regression models with scale mixtures of normal distributions ⋮ Tailweight, quantiles and kurtosis: A study of competing distributions ⋮ A note on scale mixtures of skew normal distribution ⋮ Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output ⋮ Modelling stochastic volatility using generalizedtdistribution ⋮ Scale Mixtures Distributions in Insurance Applications ⋮ Monte Carlo approximation through Gibbs output in generalized linear mixed models ⋮ Estimation in nonlinear mixed-effects models using heavy-tailed distributions ⋮ Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution ⋮ Estimation and inference for exponential smooth transition nonlinear volatility models ⋮ Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations ⋮ Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions ⋮ Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior

Cites Work

• On the Unimodality of Geometric Stable Laws
• Sampling-Based Approaches to Calculating Marginal Densities
• On scale mixtures of normal distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Hierarchical models with scale mixtures of normal distributions