Bayesian analysis of skew-t multivariate null intercept measurement error model

DOI10.1007/S00362-008-0138-ZMaRDI QIDQ451435zbMATH OpenOpenAlexFDO

Authors R. Aoki, Vicente G. Cancho, V. H. Lachos

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-008-0138-z

zbMATH Keywords

skewnessskew-\(t\) distributionGibbs algorithmMetropolis-Hasting

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40)

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• The multivariate skew-slash distribution
• The multivariate slash and skew-slash Student \(t\) distributions

Cited in

(9)

• Bayesian analysis for a skew extension of the multivariate null intercept measurement error model
• A robust Bayesian approach to null intercept measurement error model with application to dental data
• Bayesian analysis of null intercept errors-in-variables regression for pretest/post-test data
• Bayesian inference in measurement error models from objective priors for the bivariate normal distribution
• A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances
• A Bayesian Approach to Joint Mixed-Effects Models with a Skew-Normal Distribution and Measurement Errors in Covariates
• Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
• Semiparametric Bayesian inference on generalized linear measurement error models
• Objective Bayesian analysis for the multivariate skew-\(t\) model

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