Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior

@inproceedings{Kaya2018RobustBR,
  title={Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior},
  author={Mutlu Kaya and Emel Çankaya and Olcay Arslan},
  year={2018}
}
This paper investigates bayesian treatment of regression modelling with Ramsay - Novick (RN)  distribution  specifically  developed for robust  inferential procedures. It falls into the category of the so-called heavy-tailed distributions generally accepted as outlier resistant densities. RN is obtained by coverting the usual form of a non-robust density to a robust likelihood through  the  modification of its unbounded influence function. The  resulting  distributional form  is  quite… 

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