Measurement error in linear regression models with fat tails and skewed errors

DOI10.1080/03610926.2021.2008442OpenAlexW3215720020MaRDI QIDQ6115030

Jiyoun Myung, Mahmoud Torabi, Malay Ghosh, Mark F. J. Steel

Publication date: 12 July 2023

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

Full work available at URL: https://wrap.warwick.ac.uk/161775/1/WRAP-Measurement-error-linear-regression-models-fat-tails-skewed-errors-2021.pdf

zbMATH Keywords

skewnessBayesian inferencestudent \(t\)-distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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