On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions

The use of improper priors in the context of Bayesian hierarchical linear mixed models has been studied under the assumption of normality of the random effects. We study the propriety of the posterior under more flexible distributional assumptions and general improper prior structures.

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Year of publication:	2015
Authors:	Rubio, F.J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 154-161
Publisher:	Elsevier
Subject:	Half-Cauchy prior \| Improper priors \| Skew-normal \| Two-piece normal

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011115974