Bayesian inference for joint location and scale nonlinear models with skew-normal errors

DOI10.1080/03610918.2014.977913MaRDI QIDQ2965598zbMATHOpenAlexFDO

Authors Zhongzhan Zhang, Deng-Ke Xu

Publication date 3 March 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.977913

zbMATH Keywords

Bayesian analysisGibbs samplerMetropolis-Hastings algorithmskew-normal distributionjoint location and scale nonlinear models

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 45819 (Why is no real title available?)
• scientific article; zbMATH DE number 849922 (Why is no real title available?)
• A nonlinear regression model with skew-normal errors
• Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
• Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Heteroscedasticity diagnostics for \(t\) linear regression models
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Practical Markov Chain Monte Carlo
• Simultaneous variable selection for heteroscedastic regression models
• Statistical diagnostics for skew-t-normal nonlinear models
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
• Variable selection in joint location and scale models of the skew-\(t\)-normal distribution

Cited in

(5)

• Bayesian inference for sinh-normal/independent nonlinear regression models
• A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation
• Skew-normal Bayesian spatial heterogeneity panel data models
• Bayesian inference for multiple linear regression model under extended skew normal errors
• Variable selection in finite mixture of location and mean regression models using skew-normal distribution

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