On bayesian modeling of fat tails and skewness

Journal of the American Statistical Association

Volumn 93, Issue 441, 1998, Pages 359-371

  Fernández, Carmen ^a   Steel, Mark F J ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Gibbs sampling; Improper prior; Linear regression model; Posterior moments; Stable distribution; Student t sampling

Indexed keywords

EID: 0032351391     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1998.10474117     Document Type: Article

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