Bayesian sensitivity analysis in elliptical linear regression models

DOI10.1016/S0378-3758(99)00166-4zbMath0953.62069OpenAlexW1968299725MaRDI QIDQ1973324

P. Iglesias Zuazola, Reinaldo B. Arellano-Valle, Manuel Galea-Rojas

Publication date: 14 December 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00166-4

zbMATH Keywords

L1-distanceBayes riskselliptical distributionsinfluence measuresconjugate normal linear modelJ-distance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Diagnostics, and linear inference and regression (62J20)

Related Items (11)

Kullback-Leibler divergence measure for multivariate skew-normal distributions ⋮ Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data ⋮ Bayesian nonparametric regression with varying residual density ⋮ Influential Observations in the Functional Measurement Error Model ⋮ Influence diagnostics on the coefficient of variation of elliptically contoured distributions ⋮ Bayesian sensitivity analysis and model comparison for skew elliptical models ⋮ Bayesian analysis of some models that use the asymmetric exponential power distribution ⋮ BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS ⋮ Very accurate posterior approximations based on finite mixtures of the hyperparameters condi\-tionals ⋮ Bayesian inference and diagnostics in zero-inflated generalized power series regression model ⋮ Bayesian inference in spherical linear models: robustness and conjugate analysis

Uses Software

• BayesDA

Cites Work

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