A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models^*
From MaRDI portal
Publication:6567445
Cites work
- scientific article; zbMATH DE number 193897 (Why is no real title available?)
- scientific article; zbMATH DE number 2015207 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- A general class of multivariate skew-elliptical distributions
- A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models
- A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- An alternative multivariate skew Laplace distribution: properties and estimation
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- Bayesian Measures of Model Complexity and Fit
- Bayesian Missing Data Problems
- Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
- Efficient estimation for error component seemingly unrelated nonparametric regression models
- Efficient estimation of two seemingly unrelated regression equations
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques
- M Estimation of Multivariate Regressions
- Multivariate Student-t regression models: Pitfalls and inference
- Multivariate mixture modeling using skew-normal independent distributions
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
- On efficient estimators of two seemingly unrelated regressions
- Robust Bayesian seemingly unrelated regression model
- Robust estimation of the SUR model
- Robust mixture modeling based on scale mixtures of skew-normal distributions
- Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
This page was built for publication: A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567445)