BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
From MaRDI portal
Publication:4954304
DOI10.1017/S0266466600161043zbMath0945.62031OpenAlexW2020633653MaRDI QIDQ4954304
Carmen Fernández, Mark F. J. Steel
Publication date: 5 June 2000
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600161043
Related Items
On the use of Cauchy prior distributions for Bayesian logistic regression ⋮ Unnamed Item ⋮ Adaptive autoregressive priors for area and time structured mortality data ⋮ A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference ⋮ Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions ⋮ Inference in two-piece location-scale models with Jeffreys priors ⋮ Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions ⋮ Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions ⋮ On the independence Jeffreys prior for skew-symmetric models ⋮ Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors ⋮ Flexible objective Bayesian linear regression with applications in survival analysis ⋮ Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions ⋮ Flexible linear mixed models with improper priors for longitudinal and survival data ⋮ Mixtures of \(g\)-priors for Bayesian model averaging with economic applications ⋮ Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles ⋮ A heavy-tailed empirical Bayes method for replicated microarray data ⋮ Bayesian analysis of some models that use the asymmetric exponential power distribution ⋮ Letter to the editor: On the use of improper priors for the shape parameters of asymmetric exponential power models ⋮ Bayesian variable selection in linear regression models with non-normal errors ⋮ A Bayesian analysis of multiple-output production frontiers ⋮ Sparse Bayesian linear regression using generalized normal priors