Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions

@article{BarbosaCabral2021BayesianME,
  title={Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions},
  author={Celso R{\^o}mulo Barbosa Cabral and Nelson Lima de Souza and Jeremias Le{\~a}o},
  journal={Journal of Statistical Computation and Simulation},
  year={2021},
  volume={92},
  pages={623 - 644}
}
We present a proposal to deal with the non-normality issue in the context of regression models with measurement errors when both the response and the explanatory variable are observed with error. We extend the normal model by jointly modelling the unobserved covariate and the random errors by a finite mixture of scale mixture of skew-normal distributions. This approach allows us to model data with great flexibility, accommodating skewness, heavy tails, and multi-modality. The main virtue of… 
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