Bayesian estimation of regression parameters in elliptical measurement error models

DOI10.1016/J.SPL.2011.04.014zbMATH Open1218.62016OpenAlexW2076872439MaRDI QIDQ553097FDOQ553097

Authors: Ignacio Vidal, Heleno Bolfarini 

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/131477

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zbMATH Keywords

Bayesian inferenceelliptical distributiondependent measurement error model

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

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• Measurement Error in Nonlinear Models
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• Bayesian thinking, modeling and computation.
• Weak nondifferential measurement error models
• Connectedness conditions for the convergence of the Gibbs sampler
• Title not available (Why is that?)
• Bayesian inference for dependent elliptical measurement error models
• The influence function in the errors in variables problem

Cited In (5)

• Bayesian instrumental variable estimation in linear measurement error models
• Bayesian regularization of Gaussian graphical models with measurement error
• Robust Bayesian inference in elliptical regression models
• Bayesian inference for dependent elliptical measurement error models
• Bayesian analysis of nonlinear regression with equicorrelated elliptical errors

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