Bayesian Inference Of The Regression Model With Error Terms Following The Exponential Power Distribution And Unbiasedness Of The Lad Estimator

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS（2008）

Cited 1|Views1

No score

Abstract

A modified efficient jump algorithm is proposed for the Markov Chain Monte Carlo draws of the exponential power distribution. Bayesian inference based on the exponential power error term and that on the normal error term are compared. Unbiasedness of the LAD estimator is proven.

Translated text

Key words

exponential power distribution, LAD estimator, modified efficient jumping algorithm, predictive density, unbiasedness

AI Read Science

Must-Reading Tree

Example

Generate MRT to find the research sequence of this paper

Chat Paper

Summary is being generated by the instructions you defined