Bayesian calibration under a student-t model

Computational Statistics

Volumn 13, Issue 3, 1998, Pages 319-338

  Branco, Márcia ^a   Bolfarine, Heleno ^a   Iglesias, Pilar ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Bayesian inference; Calibration; Gibbs sampler; Likelihood; Regression model; Student t model

Indexed keywords

EID: 0032365625     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

1. Andrews, D. and Mallows, C. (1974). Scala mixtures of normal distributions, JRSS 36: 99-102.
2. Branco, M. (1997). Calibração: uma abordagem bayesiana, Tese de doutorado-IME-USP (in portuguese).
3. Brown, P. (1993). Measurement, Regression, and Calibration, Oxford University Press.
4. Geman, S. and Geman, D. (1984). Stochastic relaxation Gibbs distributions, and the bayesian restoration of imagens, IEEE PAMI-6: 721-741.
5. Geweke, J. (1992). Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments, Bayesian Statistics 4, Clarendon Press, Oxford, UK, pp. 625-631.
6. Geweke, J. (1993). Bayesian treatment of the independent student-t linear model, Journal Appl. Econometrics 8: 519-540.
7. Hoadley, B. (1970). A bayesian look at inverse linear regression, JASA 65: 356-369.
8. Smith, A. and Gelfand, A. (1990). Sampling-based aproaches to calculating marginal densities, JASA 85: 398-409.
9. Smith, R. and Corbett, M. (1987). Measuring marathon courses:an application of statistical calibration theory, Appl.Stat. 36: 283-295.
10. Spiegelhalter, D., Thomas, A., Best, N. and Gilks, W. (1994). BUGS:Bayesian inference Using Gibbs Sampling, Manual-version 0.30.
11. Spielglharther, D., Thomas, A. and Gilks, W. (1994). A language and program for complex Bayesian modelling, The Stastistician 43: 169-177.
12. Tanner, M. (1993). Tools for Statistical Inference, Springer-Verlag.
13. Thomas, A., Spielglharther, D. and Gilks, W. (1992). Bugs: a program to perform bayesian inference using gibbs sampling, Bayesian Statistics 4, Clarendon Press, Oxford, UK, pp. 837-42.