Objective Bayesian analysis for exponential power regression models

DOI10.1007/s13571-012-0045-0zbMath1257.62029OpenAlexW2121846611MaRDI QIDQ1940902

Helio S. Migon, Esther Salazar, Marco A. R. Ferreira

Publication date: 8 March 2013

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-012-0045-0

zbMATH Keywords

robustnessBayesian inferenceJeffreys priorfrequentist propertiesexponential power errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Bayesian analysis of two-piece location-scale models under reference priors with partial information ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ Bayesian estimation of the generalized lognormal distribution using objective priors ⋮ Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach ⋮ Stochastic volatility in mean models with heavy-tailed distributions ⋮ Bayesian reference analysis for exponential power regression models ⋮ Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects ⋮ Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors ⋮ Testing Sparsity-Inducing Penalties ⋮ Heavy or semi-heavy tail, that is the question ⋮ A matching prior for the shape parameter of the exponential power distribution

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