Hierarchical models with scale mixtures of normal distributions

DOI10.1007/BF02564434zbMath0891.62016MaRDI QIDQ1367096

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

Publication date: 25 June 1998

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

outliers; robustness; sensitivity analysis; Gibbs sampler; one-way random effects model; hierarchical models; scale mixture of normals; adaptive rejection sampling; Student t; exponential-power family; positive stable random variable; ratio-of-uniforms; stable family

Mathematics Subject Classification ID

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

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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
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