A Bayesian Regression Model for the Non-standardized t Distribution with Location, Scale and Degrees of Freedom Parameters

Author:

Marín Margarita,Cepeda-Cuervo EdilbertoORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference32 articles.

1. Azzalini, A and Capitanio, A (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. J. R. Stat. Soc.: Ser. B (Stat. Methodol.) 65, 367–389.

2. Butler, R J, McDonald, J B, Nelson, R D and White, S B (1990). Robust and partially adaptive estimation of regression models. Rev. Econ. Stat. 321–327.

3. Cepeda, C (2001). Modelagem da variabilidade em modelos lineares generalizados. Unpublished Ph D tesis Instituto de Matematicas Universidade Federal do Rio do Janeiro. http://www.docentes.unal.edu.co/ecepedac/docs/M. http://www.bdigital.unal.edu.co/93942.

4. Cepeda, E and Gamerman, D (2001). Bayesian modeling of variance heterogeneity in normal regression. Braz. J. Probab. Stat. 14, 207–221.

5. Cepeda, E and Gamerman, D (2005). Bayesian methodology for modeling parameters in the two parameter exponential family. Rev. Estad. 57, 93–105.

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