Theoretical properties of Bayesian Student-\(t\) linear regression

DOI10.1016/j.spl.2022.109693OpenAlexW4302009424MaRDI QIDQ2105358

Yoshiko Hayashi, Philippe Gagnon

Publication date: 8 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.02299

zbMATH Keywords

efficiencyconflict resolutionbuilt-in robustnesslarge-sample asymptotics

Mathematics Subject Classification ID

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

Uses Software

• Stan

Cites Work

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• Stan
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• Heavy-Tail Phenomena
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