A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models

DOI10.1080/00949655.2016.1177050OpenAlexW2337273106MaRDI QIDQ5221533FDOQ5221533

Authors: Haijing Yuan, Fengkai Yang 

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2016.1177050

zbMATH Keywords

model selectioncensored regressionStudent-\(t\) distributionnon-iterative sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Censored data models (62N01)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Likelihood-based inference for mixed-effects models with censored response using the multivariate-\(t\) distribution
• Linear censored regression models with scale mixtures of normal distributions
• Censored regression models with unobserved, stochastic censoring thresholds
• Title not available (Why is that?)
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
• Student-\(t\) censored regression model: properties and inference
• Tobit models: A survey
• Bayes inference in the Tobit censored regression model
• Bayesian analysis of outlier problems using divergence measures
• Moments of truncated student-\(t\) distribution
• Bayesian Missing Data Problems
• Censored time series analysis with autoregressive moving average models
• Maximum likelihood methods in a robust censored errors-in-variables model
• Influence diagnostics for Student-tcensored linear regression models
• Censored Normal Regression with Measurement Error on the Dependent Variable
• Partially linear censored regression models using heavy-tailed distributions: a Bayesian approach
• A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions

Cited In (1)

• A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\)

Uses Software

• R
• tlmec
• lmec
• SMNCensReg
• BayesCR

This page was built for publication: A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5221533)