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作者:

Xu, Dengke (Xu, Dengke.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (学者:张忠占)

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EI Scopus SCIE

摘要:

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.

关键词:

Bayesian analysis Gibbs sampler Joint location and scale nonlinear models Metropolis-Hastings algorithm Skew-normal distribution

作者机构:

  • [ 1 ] [Xu, Dengke]Zhejiang Agr & Forestry Univ, Dept Stat, Linan 311300, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

通讯作者信息:

  • [Xu, Dengke]Zhejiang Agr & Forestry Univ, Dept Stat, Linan 311300, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

年份: 2017

期: 1

卷: 46

页码: 619-630

0 . 9 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:39

中科院分区:4

被引次数:

WoS核心集被引频次: 1

SCOPUS被引频次: 1

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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