Robust Bayesian seemingly unrelated regression model

DOI10.1007/s00180-018-0854-3zbMath1505.62282OpenAlexW2902725918WikidataQ128854503 ScholiaQ128854503MaRDI QIDQ2319484

Chamberlain Mbah, Dries F. Benoit, Kris Peremans, Stefan Van Aelst

Publication date: 19 August 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://biblio.ugent.be/publication/8583790

zbMATH Keywords

robustnessMarkov chain Monte Carloheavy-tailed distributionsconjugate priorscale mixture of normal distributionsdiagnostic procedure

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+

Uses Software

• robustbase
• BayesDA

Cites Work

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