Bayesian analysis of some models that use the asymmetric exponential power distribution

DOI10.1007/S11222-014-9449-1zbMATH Open1331.62034OpenAlexW2017263975MaRDI QIDQ5963725FDOQ5963725

Jacinto Martín, Carlos J. Pérez, Lizbeth Naranjo

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9449-1

Recommendations

• Bayesian binary regression with exponential power link
• Properties and estimation of asymmetric exponential power distribution
• Use of exponential power distributions for mixture models in the presence of covariates
• Bayesian quantile regression using the skew exponential power distribution
• Objective Bayesian analysis for exponential power regression models

zbMATH Keywords

linear regressionbinary regressionGibbs samplingexponential power distributionasymmetric exponential power distributionscale mixture of uniform distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

Cites Work

• Estimating the dimension of a model
• Inference from iterative simulation using multiple sequences
• Title not available (Why is that?)
• Bayesian Measures of Model Complexity and Fit
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Bayesian Modeling of Fat Tails and Skewness
• Bayesian Analysis of Binary and Polychotomous Response Data
• Title not available (Why is that?)
• Robust Statistics
• Statistical inference for a general class of asymmetric distributions
• Properties and estimation of asymmetric exponential power distribution
• Modeling and Inference with v-Spherical Distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new class of multivariate skew distributions with applications to bayesian regression models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inferential Aspects of the Skew Exponential Power Distribution
• Generalized Additive Models for Location, Scale and Shape
• Simulation Run Length Control in the Presence of an Initial Transient
• A multivariate generalization of the power exponential family of distributions
• On fundamental skew distributions
• The multivariate skew-normal distribution
• The effect of link misspecification on binary regression inference
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
• A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
• On two families of transformations to additivity for binary response data
• Title not available (Why is that?)
• Bayesian Inference for Skew-normal Linear Mixed Models
• Flexible generalized t-link models for binary response data
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Multivariate Student-t regression models: Pitfalls and inference
• Bayesian sensitivity analysis in elliptical linear regression models
• Bayesian analysis of binary regression using symmetric and asymmetric links
• A New Skewed Link Model for Dichotomous Quantal Response Data
• A new class of Bayesian semi-parametric models with applications to option pricing
• Title not available (Why is that?)
• A Framework for Skew-Probit Links in Binary Regression
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• Bayesian modeling of correlated binary responses via scale mixture of multivariate normal link functions
• Title not available (Why is that?)
• A further look at robustness via Bayes's theorem
• A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
• Title not available (Why is that?)
• Parametric link modification of both tails in binary regression
• The uniform power distribution
• A note on the estimation of the skew normal and the skew exponential power distributions
• Bayesian analysis of a generalized lognormal distribution
• Some Skewed Multivariate Distributions

Cited In (10)

• On a transform for modeling skewness
• Loss-based approach to two-piece location-scale distributions with applications to dependent data
• Bayesian Inference of the Regression Model with Error Terms Following the Exponential Power Distribution and Unbiasedness of the LAD Estimator
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
• Title not available (Why is that?)
• Letter to the editor: On the use of improper priors for the shape parameters of asymmetric exponential power models
• Bayesian quantile regression using the skew exponential power distribution
• Objective Bayesian analysis for exponential power regression models
• Likelihood-Based Inference for the Asymmetric Exponentiated Bimodal Normal Model
• Skewed link-based regression models for misclassified binary data

Uses Software

• boa
• GAMLSS
• Gibbsit

This page was built for publication: Bayesian analysis of some models that use the asymmetric exponential power distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963725)