Linear and non-linear regression models assuminga stable distribution

zbMATH Open1435.62102MaRDI QIDQ5114069FDOQ5114069

Authors: Sílvia R. C. Lopes, Jorge Alberto Achcar 

Publication date: 21 June 2020

Full work available at URL: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512016000100008&lng=en&nrm=iso&tlng=en

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zbMATH Keywords

Bayesian analysisstable lawsMCMC methods

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Bayesian inference (62F15) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Cited In (5)

• Linear regression and the Yule distribution
• Bayesian analysis of multivariate stable distributions using one-dimensional projections
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
• A Bayesian approach for estimating the parameters of an α-stable distribution
• Linear and nonlinear regression with stable errors

Uses Software

• OpenBUGS

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