Letter to the editor: On the use of improper priors for the shape parameters of asymmetric exponential power models

DOI10.1007/S11222-014-9479-8MaRDI QIDQ5963825zbMATH OpenOpenAlexFDO

Authors F. J. Rubio

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

zbMATH Keywords

improper priorsposterior existencedouble two-piece models

Mathematics Subject Classification ID

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

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Cites work

• A general purpose sampling algorithm for continuous distributions (the t-walk)
• BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
• Bayesian analysis of some models that use the asymmetric exponential power distribution
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
• Properties and estimation of asymmetric exponential power distribution
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models

Cited in

(3)

• Some remarks on the use of improper priors for the analysis of exponential regression models
• Skewed link-based regression models for misclassified binary data
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions

Describes a project that uses

Uses Software

• t-walk
• Rtwalk

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