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...
- 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