Robust and Accurate Inference via a Mixture of Gaussian and Student’s t Errors

DOI10.1080/10618600.2018.1537925OpenAlexW3102741976MaRDI QIDQ3391251

Justin A. Ellis, Hyungsuk Tak, Sujit Kumar Ghosh

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2018.1537925

zbMATH Keywords

time seriesGaussian processhierarchical modelGibbs samplingoutlierlinear mixed modelHuber's M-estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

A Heavy-Tailed and Overdispersed Collective Risk Model, An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations, Log-regularly varying scale mixture of normals for robust regression

Uses Software

• R
• robustbase
• BayesDA
• Rgbp

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