Robust modeling using non-elliptically contoured multivariate \(t\) distributions

DOI10.1016/j.jspi.2016.04.004zbMath1353.62052arXiv1604.01919OpenAlexW2963111202MaRDI QIDQ301357

Zhichao Jiang, Peng Ding

Publication date: 30 June 2016

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

Full work available at URL: https://arxiv.org/abs/1604.01919

zbMATH Keywords

sample selectiondata augmentationheavy-tailednessHeckman selection modellinear mixed-effects modelparameter expansionRobit model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items

Inverse regression approach to robust nonlinear high-to-low dimensional mapping, New EM-type algorithms for the Heckman selection model, Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection, Robust discrete choice models with \(t\)-distributed kernel errors

Uses Software

• BayesDA
• geoBayes

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