Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors

DOI10.1080/02664763.2013.796349OpenAlexW2050548512MaRDI QIDQ5129072

Victor Hugo Lachos, Luis Mauricio Castro, Ronaldo Dias, Guillermo P. Ferreira

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.796349

zbMATH Keywords

Gibbs samplerinfluential observationspartial linear modelsscale mixtures of normal distributionsautoregressive time series model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors ⋮ Partially linear models with \(p\)-order autoregressive skew-normal errors ⋮ A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models ⋮ Partially linear beta regression model with autoregressive errors

Uses Software

• WinBUGS
• R2WinBUGS
• SemiPar

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