Bayesian linear regression models with flexible error distributions

DOI10.1080/00949655.2020.1783261OpenAlexW3040179011MaRDI QIDQ5036897

Nívea B. da Silva, Marcos Oliveira Prates, Flávio B. Gonçalves

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.04376

zbMATH Keywords

MCMCfinite mixturesheavy tail distributionshierarchical modelling

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Statistics (62-XX)

Related Items

Log-regularly varying scale mixture of normals for robust regression ⋮ On Data Augmentation for Models Involving Reciprocal Gamma Functions

Uses Software

• R
• MASS (R)
• mixsmsn

Cites Work

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