An Algorithm for Sampling the Degrees of Freedom in Bayesian Analysis of Linear Regressions with t-distributed Errors

DOI10.1111/1467-9876.00077MaRDI QIDQ4365075zbMATH OpenOpenAlexFDO

Authors José R. Mendoza-Blanco, Xin M. Tu

Publication date 25 June 1998

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9876.00077

zbMATH Keywords

\(t\)-distributionFortran 77gamma distributionGibbs sampler

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(1)

• On sampling the degree-of-freedom of Student's-\(t\) disturbances

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