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Abstract:
A regression model with skew-normal errors provides a useful extension for ordinary normal regression models when the dataset under consideration involves asymmetric outcomes. In this article, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis for joint location and scale nonlinear models with skew-normal errors, which relax the normality assumption and include the normal one as a special case. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of MCMC methods to simulate samples from the joint posterior distribution. Finally, simulation studies and a real example are used to illustrate the proposed methodology.
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Source :
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN: 0361-0918
Year: 2017
Issue: 1
Volume: 46
Page: 619-630
0 . 9 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:66
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 1
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 5
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