Objective Bayesian analysis for the Student-t regression model

By T. C. Fonseca, Marco A. R. Ferreira, H. Migon. 2008

149 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8931677ae2c700dea7f35e4c6dfc25efba60a555

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In Statistics and Probability

1. Andrea Riebler
2. Daniel P. Simpson
3. Håvard Rue
4. Sigrunn Holbek Sørbye
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6. Finn Lindgren
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Citations in the corpus

• A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (2013, unknown): “34 DOI: 10.1111/jtsa.12039 : 625–645 (2013) (Fonseca et al., 2008).”
• Penalising Model Component Complexity: A Principled, Practical Approach to Constructing Priors (2014, background): “e interval) distribution (Jacquier et al., 2004), which, however, place zero density mass onto the base model causing potentially overfitting according to Theorem 5. Notable exceptions are the work of Fonseca et al. (2008) who computed (various forms of) Jeffreys’ priors in the case of linear regress”