Hierarchical models with scale mixtures of normal distributions

DOI10.1007/BF02564434MaRDI QIDQ1367096zbMATH OpenFDO

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

Publication date 25 June 1998

Published in Test (Search for Journal in Brave)

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)

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• Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
• On scale mixtures of normal distributions
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Cited in

(33)

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• Modelling stochastic volatility using generalized \(t\) distribution
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• A Bayesian conditional autoregressive geometric process model for range data
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• 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?)
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• 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

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