Pages that link to "Item:Q3631500"
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The following pages link to Objective Bayesian analysis for the Student-t regression model (Q3631500):
Displayed 25 items.
- Posterior property of Student-\(t\) linear regression model using objective priors (Q274155) (← links)
- Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution (Q447973) (← links)
- Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
- CADEM: a conditional augmented data EM algorithm for fitting one parameter probit models (Q467876) (← links)
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
- Bayesian reference analysis for exponential power regression models (Q499755) (← links)
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population (Q643390) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- Inference in two-piece location-scale models with Jeffreys priors (Q899001) (← links)
- Objective prior for the number of degrees of freedom of a \(t\) distribution (Q899016) (← links)
- Dealing with monotone likelihood in a model for speckled data (Q901509) (← links)
- State space mixed models for binary responses with scale mixture of normal distributions links (Q1621307) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868) (← links)
- Objective Bayesian analysis for the multivariate skew-\(t\) model (Q1663612) (← links)
- Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors (Q1757670) (← links)
- Inference for grouped data with a truncated skew-Laplace distribution (Q1942901) (← links)
- A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
- Maximum likelihood estimation and parameter interpretation in elliptical mixed logistic regression (Q2398085) (← links)
- Bayesian nonparametric regression with varying residual density (Q2434133) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- Objective Bayesian Analysis of Skew‐<i>t</i> Distributions (Q4911966) (← links)
- The use of Jeffreys priors for the Student-<i>t</i>distribution (Q5300796) (← links)
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)