Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
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Publication:5129072
DOI10.1080/02664763.2013.796349OpenAlexW2050548512MaRDI QIDQ5129072FDOQ5129072
Authors: Luis M. Castro, V. H. Lachos, Ronaldo Dias, Guillermo Ferreira 
Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2013.796349
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Gibbs samplerpartial linear modelsscale mixtures of normal distributionsinfluential observationsautoregressive time series model
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Cited In (8)
- Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
- Partially linear models with \(p\)-order autoregressive skew-normal errors
- A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models
- Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
- Mixture-based extension of the AR model and its recursive Bayesian identification
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Partially linear beta regression model with autoregressive errors
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