Objective Bayesian analysis for the Student-\(t\) linear regression

DOI10.1214/20-BA1198zbMath1475.62206OpenAlexW3010902555MaRDI QIDQ2057376

Dongchu Sun, Lei He, Dao-Jiang He

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1583805750

zbMATH Keywords

reference priorscale mixture of normalsindependent Jeffreys prior

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution, Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects, Online inference with multi-modal likelihood functions, A Bayesian regression model for the non-standardized \(t\) distribution with location, scale and degrees of freedom parameters, Theoretical properties of Bayesian Student-\(t\) linear regression

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