Letter to the editor: On the use of improper priors for the shape parameters of asymmetric exponential power models
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Publication:5963825
DOI10.1007/S11222-014-9479-8zbMATH Open1333.62025OpenAlexW2016757505MaRDI QIDQ5963825FDOQ5963825
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/s11222-014-9479-8
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Cites Work
- A general purpose sampling algorithm for continuous distributions (the t-walk)
- Properties and estimation of asymmetric exponential power distribution
- BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
- Bayesian analysis of some models that use the asymmetric exponential power distribution
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