Log-regularly varying scale mixture of normals for robust regression

DOI10.1016/j.csda.2022.107517OpenAlexW3023938754MaRDI QIDQ2143030

Kaoru Irie, Y. Hamura, Shonosuke Sugasawa

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.02800

zbMATH Keywords

Gibbs samplerrobust statisticslinear regressionscale mixture of normalsheavily-tailed distributionlog-regularly varying density

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Approximate Gibbs sampler for Bayesian Huberized lasso ⋮ On the robustness to outliers of the Student‐t process ⋮ Theoretical properties of Bayesian Student-\(t\) linear regression

Uses Software

• WinBUGS

Cites Work

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