Bayesian calibration under a student-t model

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dc.contributor.authorBranco, M
dc.contributor.authorBolfarine, H
dc.contributor.authorIglesias, P
dc.date.accessioned2024-01-10T12:04:26Z
dc.date.available2024-01-10T12:04:26Z
dc.date.issued1998
dc.description.abstractIn this paper we consider linear calibration problems in regressions models with independent errors distributed according to the Student-t distribution. The approach followed is Bayesian, thus, involving the need for the specification of prior distributions for the model parameters. It is shown that the problem is equivalent to considering an heteroscedastic regression model with an appropriate prior distributions on the model variances. By considering this alternative construction for the Student-t calibration model it is possible to use the Gibbs sampler to estimate the marginal posterior distributions. Simulation studies are reported which illustrate the performance of the approach proposed. An application to a data set analyzed by Smith and Corbett (1987) on measuring marathon courses is considered by using the approach developed in the paper.
dc.format.extent20 páginas
dc.fuente.origenWOS
dc.identifier.eissn1613-9658
dc.identifier.issn0943-4062
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/75799
dc.identifier.wosidWOS:000076131800003
dc.information.autorucMatemática;Iglesias P;S/I;100265
dc.issue.numero3
dc.language.isoen
dc.nota.accesoSin adjunto
dc.pagina.final338
dc.pagina.inicio319
dc.publisherSPRINGER HEIDELBERG
dc.revistaCOMPUTATIONAL STATISTICS
dc.rightsregistro bibliográfico
dc.subjectcalibration
dc.subjectStudent-t model
dc.subjectregression model
dc.subjectGibbs sampler
dc.subjectBayesian inference
dc.subjectlikelihood
dc.subjectDISTRIBUTIONS
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleBayesian calibration under a student-t model
dc.typeartículo
dc.volumen13
sipa.codpersvinculados100265
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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