Bayesian linear regression models with flexible error distributions
نویسندگان
چکیده
منابع مشابه
Bayesian linear regression with skew-symmetric error distributions with applications to survival analysis.
We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy tails and asymmetry. We propose a general noninformative prior structure for these regression models and show that the corresponding posterior distribution is pr...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2020
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2020.1783261