4 citations · 14 across the 19 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
math.ST2015
On the Data Augmentation Algorithm for Bayesian Multivariate Linear Regression with Non-Gaussian Errors
Qian Qin, James P. Hobert
Let denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combine…
math.ST2015★ 3 cited
Convergence Analysis of the Data Augmentation Algorithm for Bayesian Linear Regression with Non-Gaussian Errors
James P. Hobert, Yeun Ji Jung, Kshitij Khare +1
Gaussian errors are sometimes inappropriate in a multivariate linear regression setting because, for example, the data contain outliers. In such situations, it is often assumed tha…