Robust Bayesian seemingly unrelated regression model

Chamberlain Mbah; Kris Peremans; Stefan Van Aelst; Dries F. Benoit

doi:10.1007/s00180-018-0854-3

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Robust Bayesian seemingly unrelated regression model

Chamberlain Mbah Kris Peremans Stefan Van Aelst Dries F. Benoit

Year: 2018 Journal: Computational Statistics Vol: 34 (3)Pages: 1135-1157 Publisher: Springer Science+Business Media

DOI: 10.1007/s00180-018-0854-3

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Keywords:

Markov chain Monte Carlo Bayesian linear regression Heteroscedasticity Bayesian probability Robust regression Leverage (statistics) Bayesian inference Statistics Robustness (evolution) Monte Carlo method Bayesian multivariate linear regression Mathematics Econometrics Computer science Regression analysis

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Robust Bayesian seemingly unrelated regression model

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