Hierarchical models with scale mixtures of normal distributions

DOI10.1007/BF02564434zbMATH Open0891.62016MaRDI QIDQ1367096FDOQ1367096

Authors: S. T. Boris Choy, A. F. M. Smith 

Publication date: 25 June 1998

Published in: Test (Search for Journal in Brave)

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zbMATH Keywords

outlierssensitivity analysisGibbs samplerrobustnesshierarchical modelsone-way random effects modeladaptive rejection samplingscale mixture of normalsStudent texponential-power familypositive stable random variableratio-of-uniformsstable family

Mathematics Subject Classification ID

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

Cites Work

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• On the Unimodality of Geometric Stable Laws
• On scale mixtures of normal distributions
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• Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler

Cited In (33)

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• Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior
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• Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output
• A note on scale mixtures of skew normal distribution
• A skew-normal random effects model for longitudinal ordinal categorical responses with missing data
• Tailweight, quantiles and kurtosis: A study of competing distributions
• Limit distributions for doubly stochastically rarefied renewal processes and their properties
• Scale Mixtures Distributions in Insurance Applications
• Multiple hypothesis testing and clustering with mixtures of non-central \(t\)-distributions applied in microarray data analysis
• Title not available (Why is that?)
• Modelling stochastic volatility using generalized \(t\) distribution
• Estimation in nonlinear mixed-effects models using heavy-tailed distributions
• Estimation and inference for exponential smooth transition nonlinear volatility models
• Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
• Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
• Monte Carlo approximation through Gibbs output in generalized linear mixed models
• A Bayesian conditional autoregressive geometric process model for range data
• Normal approximation for hierarchical structures
• 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
• Skew-mixed effects model for multivariate longitudinal data with categorical outcomes and missingness
• The extended exponential power distribution and Bayesian robustness.
• Bayesian inversion with Student's \(t\) priors based on Gaussian scale mixtures
• Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures
• Skew multiple scaled mixtures of normal distributions with flexible tail behavior and their application to clustering
• SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
• New insights on the multivariate skew exponential power distribution
• Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
• Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
• Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect

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