Bayesian inference for an ordered multiple linear regression with skew normal errors

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bayesian Inference for Spatial Beta Generalized Linear Mixed Models

In some applications, the response variable assumes values in the unit interval. The standard linear regression model is not appropriate for modelling this type of data because the normality assumption is not met. Alternatively, the beta regression model has been introduced to analyze such observations. A beta distribution represents a flexible density family on (0, 1) interval that covers symm...

متن کامل

Bayesian inference on the scalar skew-normal distribution

In this paper we discuss a Bayesian analysis of the scalar skew-normal model. This model defines a class of distributions that extends the Gaussian model by including a shape parameter. Although the skew-normal model has nice properties, it presents some problems with the estimation of the shape parameter. To avoid these drawbacks, we explore through some examples the use of Severini’s integrat...

متن کامل

Bayesian inference for high-dimensional linear regression under mnet priors

Abstract: For regression problems that involve many potential predictors, the Bayesian variable selection (BVS) method is a powerful tool, which associates each model with its posterior probabilities, and achieves superb prediction performance through Bayesian model averaging (BMA). Two challenges of using such models are, specifying a suitable prior, and computing posterior quantities for infe...

متن کامل

Inference for linear models with dependent errors

The paper is concerned with inference for linear models with fixed regressors and weakly dependent stationary time series errors. Theoretically, we obtain asymptotic normality for the M -estimator of the regression parameter under mild conditions and establish a uniform Bahadur representation for recursive M -estimators. Methodologically, we extend the recently proposed self-normalized approach...

متن کامل

Efficient and adaptive rank-based fits for linear models with skew-normal errors

The rank-based fit of a linear model is based on minimizing a norm. A score function needs to be selected for the fit and the proper choice leads to asymptotically efficient regression estimators, i.e., fits equivalent to the maximum likelihood estimators (mle). In this paper, we present the family of optimal scores functions for the skew-normal family of distributions. We show the easy computa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications for Statistical Applications and Methods

سال: 2020

ISSN: 2383-4757

DOI: 10.29220/csam.2020.27.2.189