Bayesian Analysis of Least Absolute Relative Error Regression

DOI10.1080/03610926.2012.738843zbMath1308.62049OpenAlexW1970353250MaRDI QIDQ5177598

Efthymios G. Tsionas

Publication date: 13 March 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.738843

zbMATH Keywords

Bayesian analysisregressionleast absolute relative errorfinite mixtures of normals

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Density estimation through convex combinations of densities: Approximation and estimation bounds
• Generalised residuals
• A rejection technique for sampling from T -concave distributions
• A rejection technique for sampling from log-concave multivariate distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Least Absolute Relative Error Estimation

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