Search Results - subject:"Scale mixtures of normal distributions"

A non-iterative Bayesian sampling algorithm for linear regression models with scale mixtures of normal distributions

Yang, Fengkai; Yuan, Haijing - In: Computational economics 49 (2017) 4, pp. 579-597

Persistent link: https://www.econbiz.de/10011762138

A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference

Vilca, Filidor; Balakrishnan, N.; Zeller, Camila Borelli - In: Journal of Multivariate Analysis 124 (2014) C, pp. 418-435

We propose here a robust extension of the bivariate Birnbaum–Saunders (BS) distribution derived recently by Kundu et al. (2010). This extension is based on scale mixtures of normal (SMN) distributions that are used for modeling symmetric data. This type of bivariate Birnbaum–Saunders...

Persistent link: https://www.econbiz.de/10011041898

On estimation and local influence analysis for measurement errors models under heavy-tailed distributions

Lachos, V.; Angolini, T.; Abanto-Valle, C. - In: Statistical Papers 52 (2011) 3, pp. 567-590

Persistent link: https://www.econbiz.de/10009324989