Hierarchical models with scale mixtures of normal distributions
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DOI: 10.1007/BF02564434
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Cited by:
- Chan, Jennifer S.K. & Leung, Doris Y.P. & Boris Choy, S.T. & Wan, Wai Y., 2009. "Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4530-4545, October.
- Baisen Liu & Liangliang Wang & Yunlong Nie & Jiguo Cao, 2021. "Semiparametric Mixed-Effects Ordinary Differential Equation Models with Heavy-Tailed Distributions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 428-445, September.
- Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris, 2011. "Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 852-862, January.
- Wan, Wai-Yin & Chan, Jennifer So-Kuen, 2011. "Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 687-702, January.
- Victor Korolev, 2020. "Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics," Mathematics, MDPI, vol. 8(11), pages 1-27, November.
- Chan, Jennifer So Kuen & Wan, Wai Yin, 2014. "Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 72-87.
- Rodríguez Bernal, M. T., 2010. "Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis," DES - Working Papers. Statistics and Econometrics. WS ws104427, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Aldo M. Garay & Heleno Bolfarine & Victor H. Lachos & Celso R.B. Cabral, 2015. "Bayesian analysis of censored linear regression models with scale mixtures of normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2694-2714, December.
- Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.
- S.T. Boris Choy & Cathy W.S. Chen & Edward M.H. Lin, 2014. "Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1297-1313, July.
- Marín, J.M. & Rodríguez-Bernal, M.T., 2012. "Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1898-1907.
- Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K., 2005. "Monte Carlo approximation through Gibbs output in generalized linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 300-312, June.
- Liu, Baisen & Wang, Liangliang & Nie, Yunlong & Cao, Jiguo, 2019. "Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 233-246.
- Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S., 2012. "A Bayesian conditional autoregressive geometric process model for range data," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3006-3019.
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Keywords
Random Effects Models; Hierarchical Models; Gibbs Sampler; Robustness; Scale Mixture of Normals; Studentst ; Stable Family; Positive Stable Random Variable; Exponential-Power Family; Ratlo-of-Uniforms; Adaptive Rejection sampling; Sensitivity Analysis;All these keywords.
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