Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
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Publication:5129072
DOI10.1080/02664763.2013.796349OpenAlexW2050548512MaRDI QIDQ5129072
Victor Hugo Lachos, Luis Mauricio Castro, Ronaldo Dias, Guillermo P. 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
Gibbs samplerinfluential observationspartial linear modelsscale mixtures of normal distributionsautoregressive time series model
Related Items (4)
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 ⋮ Partially linear beta regression model with autoregressive errors
Uses Software
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