Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior

DOI10.31801/cfsuasmas.441096zbMath1487.62077OpenAlexW2854388808MaRDI QIDQ5865837

Emel Cankaya, Olcay Arslan, Mutlu Kaya

Publication date: 10 June 2022

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.31801/cfsuasmas.441096

zbMATH Keywords

heavy-tailed distributionprior robustnessRamsay-Novickrobust Bayesian regressionStudent-\(t\) prior

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• R
• BayesDA

Cites Work

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