Bayesian linear regression models with flexible error distributions

DOI10.1080/00949655.2020.1783261MaRDI QIDQ5036897zbMATH OpenOpenAlexFDO

Authors Nívea B. da Silva, Marcos O. Prates, Flávio B. Gonçalves

Publication date 23 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.04376

zbMATH Keywords

finite mixturesheavy tail distributionshierarchical modellingMCMC

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Cites work

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• Multivariate Student-t regression models: Pitfalls and inference
• Objective Bayesian analysis for the Student-t regression model
• Objective prior for the number of degrees of freedom of a \(t\) distribution
• On Information and Sufficiency
• Penalising model component complexity: a principled, practical approach to constructing priors
• Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures
• The use of mixtures for dealing with non-normal regression errors

Cited in

(9)

• Log-regularly varying scale mixture of normals for robust regression
• Bayesian linear regression with error terms that have symmetric unimod al densities
• Flexible objective Bayesian linear regression with applications in survival analysis
• Bayesian empirical likelihood of linear regression model with current status data
• On Data Augmentation for Models Involving Reciprocal Gamma Functions
• Posterior robustness with milder conditions: contamination models revisited
• Bayesian modal regression based on mixture distributions
• Truly Multivariate Structured Additive Distributional Regression
• Robust Bayesian inference for the censored mixture of experts model using heavy-tailed distributions

Describes a project that uses

Uses Software

• R
• MASS (R)
• mixsmsn

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