SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
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Publication:3530175
DOI10.1111/j.1467-842X.2008.00504.xzbMath1145.62006MaRDI QIDQ3530175
S. T. Boris Choy, Jennifer So-Kuen Chan
Publication date: 15 October 2008
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Gibbs samplerrobust analysisnormal scale mixturesPearson type VII distributionStudent t-distributionexponential power familygeneralized t-distributionvariance gamma distributionuniform scale mixtures
Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
Cites Work
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- On scale mixtures of normal distributions
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- The uniform power distribution
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