Hierarchical models with scale mixtures of normal distributions

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

Mathematics Subject Classification ID

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

Recommendations

SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
On Bayesian inference with conjugate priors for scale mixtures of normal distributions
Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation
scientific article; zbMATH DE number 3905641
Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers

Cites work

scientific article; zbMATH DE number 3426675 (Why is no real title available?)
scientific article; zbMATH DE number 410139 (Why is no real title available?)
scientific article; zbMATH DE number 614990 (Why is no real title available?)
scientific article; zbMATH DE number 1085998 (Why is no real title available?)
scientific article; zbMATH DE number 3349081 (Why is no real title available?)
Adaptive Rejection Sampling for Gibbs Sampling
Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
On scale mixtures of normal distributions
On the Unimodality of Geometric Stable Laws
Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(33)

Scale Mixtures Distributions in Insurance Applications
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
A normal hierarchical model and minimum contrast estimation for random intervals
Multiple hypothesis testing and clustering with mixtures of non-central \(t\)-distributions applied in microarray data analysis
Skew multiple scaled mixtures of normal distributions with flexible tail behavior and their application to clustering
Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
Limit distributions for doubly stochastically rarefied renewal processes and their properties
Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
Modelling stochastic volatility using generalized \(t\) distribution
Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions
A Bayesian conditional autoregressive geometric process model for range data
The extended exponential power distribution and Bayesian robustness.
Normal approximation for hierarchical structures
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
Estimation in nonlinear mixed-effects models using heavy-tailed distributions
Estimation and inference for exponential smooth transition nonlinear volatility models
Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
A note on scale mixtures of skew normal distribution
Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures
Skew-mixed effects model for multivariate longitudinal data with categorical outcomes and missingness
Bayesian inversion with Student's \(t\) priors based on Gaussian scale mixtures
New insights on the multivariate skew exponential power distribution
A skew-normal random effects model for longitudinal ordinal categorical responses with missing data
scientific article; zbMATH DE number 2060198 (Why is no real title available?)
scientific article; zbMATH DE number 1522720 (Why is no real title available?)
Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output
Monte Carlo approximation through Gibbs output in generalized linear mixed models
SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
Tailweight, quantiles and kurtosis: A study of competing distributions

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1367096)