Linear and Non-Linear Regression Models Assuming a Stable Distribution

In this paper, we present some computational aspects for a Bayesiananalysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of a stable distribution. However, the use of a latent or auxiliary random variable facilitates...

Full description

Autores:
Achcar, Jorge A.
Lopes, Sílvia R. C.
Tipo de recurso:
Article of journal
Fecha de publicación:
2016
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/66526
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/66526
http://bdigital.unal.edu.co/67554/
Palabra clave:
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Stable Laws
Bayesian Analysis
Mcmc Methods
OpenBUGS Software
Leyes estable
Análisis bayesiano
Métodos MCMC
Software OpenBUGS.
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional