A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation

DOI10.1016/j.stamet.2009.06.002zbMath1220.62060OpenAlexW2038895504MaRDI QIDQ537395

V. Garibay, Reiko Aoki, Victor Hugo Lachos, Filidor Vilca Labra

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.06.002

zbMATH Keywords

Gibbs samplingMetropolis-Hastings

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions ⋮ Bayesian inference for sinh-normal/independent nonlinear regression models ⋮ Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions

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