Posterior property of Student-t linear regression model using objective priors

DOI10.1016/J.SPL.2016.02.003zbMATH Open1384.62108OpenAlexW2286222764MaRDI QIDQ274155FDOQ274155

Authors: Min Wang, Mingan Yang 

Publication date: 22 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.02.003

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zbMATH Keywords

Bayesian inferenceobjective priorsrobustness to outliers

Mathematics Subject Classification ID

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

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• Multivariate Student-t regression models: Pitfalls and inference
• State space mixed models for binary responses with scale mixture of normal distributions links
• Objective Bayesian analysis for the Student-t regression model
• Noninformative priors for one parameter of many
• Reference priors with partial information
• Bayesian analysis of elapsed times in continuous‐time Markov chains
• Bayesian thinking, modeling and computation.
• Objective prior for the number of degrees of freedom of a \(t\) distribution

Cited In (6)

• A class of \(t\) posterior distributions with application
• Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
• Theoretical properties of Bayesian Student-\(t\) linear regression
• Objective Bayesian analysis for the Student-\(t\) linear regression
• A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution
• Objective Bayesian analysis for the Student-t regression model

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