On Bayesian Modeling of Fat Tails and Skewness
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Publication:3839610
DOI10.2307/2669632zbMath0910.62024OpenAlexW4247462016MaRDI QIDQ3839610
Carmen Fernández, Mark F. J. Steel
Publication date: 26 April 1999
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2669632
Linear regression; mixed models (62J05) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)
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