A matching prior for the shape parameter of the exponential power distribution

DOI10.1016/J.SPL.2014.11.016zbMath1312.62034OpenAlexW2054190545WikidataQ58045632 ScholiaQ58045632MaRDI QIDQ2343644

Min Wang, Tao Lü

Publication date: 6 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.11.016

zbMATH Keywords

quantilesregression modelssecond-orderreference priorexponential power distributionfirst-order

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

New insights on the multivariate skew exponential power distribution

Cites Work

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• Miscellanea. Second-order probability matching priors
• Use of exponential power distributions for mixture models in the presence of covariates

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