Inference in two-piece location-scale models with Jeffreys priors
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Publication:899001
DOI10.1214/13-BA849zbMATH Open1327.62157OpenAlexW2094667422MaRDI QIDQ899001FDOQ899001
Authors: F. J. Rubio, M. F. J. Steel 
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1393251764
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Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cited In (31)
- A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
- On a transform for modeling skewness
- Loss-based approach to two-piece location-scale distributions with applications to dependent data
- Robust mixture modeling based on two-piece scale mixtures of normal family
- Flexible linear mixed models with improper priors for longitudinal and survival data
- Weakly Informative Reparameterizations for Location-Scale Mixtures
- Jeffreys priors for mixture estimation: properties and alternatives
- Objective Bayesian analysis of skew-\(t\) distributions
- Natural (non-)informative priors for skew-symmetric distributions
- On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions
- On the independence Jeffreys prior for skew-symmetric models
- On modelling asymmetric data using two-piece sinh-arcsinh distributions
- Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
- Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
- Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation
- Flexible asymmetric multivariate distributions based on two-piece univariate distributions
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula
- Rejoinder: ``Inference in two-piece location-scale models with Jeffreys priors
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
- Bayesian analysis of two-piece location-scale models under reference priors with partial information
- A robust class of homoscedastic nonlinear regression models
- Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
- A two-piece normal measurement error model
- On a prior based on the Wasserstein information matrix
- Flexible objective Bayesian linear regression with applications in survival analysis
- Tractable Bayesian variable selection: beyond normality
- Survival and lifetime data analysis with a flexible class of distributions
- The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data
- Comment on article by Rubio and Steel
- Two-piece location-scale distributions based on scale mixtures of normal family
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