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

DOI10.1016/J.SPL.2016.02.003MaRDI QIDQ274155zbMATH OpenOpenAlexFDO

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

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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Cites work

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

Cited in

(8)

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

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