Empirical Bayes Estimation in Regression Models with Generalized Skew-Slash Errors

DOI10.1080/03610926.2011.593282zbMath1347.62139OpenAlexW2069717536MaRDI QIDQ4921661

Majid Jafari Khaledi, Hamid Zareifard

Publication date: 13 May 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.593282

zbMATH Keywords

Bayes factorMCMC methodoutliermixture modelempirical Bayes methodskew-slash distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Probability distributions: general theory (60E05) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• An alternative multivariate skew-slash distribution
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• An adjusted boxplot for skewed distributions
• The multivariate skew-slash distribution
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• Likelihood-Based Inference for Multivariate Skew-Normal Regression Models