Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior

DOI10.31801/CFSUASMAS.441096MaRDI QIDQ5865837zbMATH OpenOpenAlexFDO

Authors Mutlu Kaya, Emel Cankaya, Olcay Arslan

Publication date 10 June 2022

Published in Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31801/cfsuasmas.441096

zbMATH Keywords

heavy-tailed distributionprior robustnessRamsay-Novickrobust Bayesian regressionStudent-\(t\) prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cited in

(5)

• Robust Bayesian regularized estimation based on \(t\) regression model
• A new Bayesian approach to robustness against outliers in linear regression
• scientific article; zbMATH DE number 3905641 (Why is no real title available?)
• Robust Autoregression: Student-t Innovations Using Variational Bayes
• Robustness against conflicting prior information in regression

Describes a project that uses

Uses Software

• BayesDA
• R

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