On Bayesian modeling of fat tails and skewness

Fernandez, Carmen, Fernández, Carmen, Steel, Mark F. J. . Journal of the American Statistical Association 1998. 93 :359-371

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Bibtex

@article{CIS-148261,
  Author = {Fernandez, Carmen and Fernández, Carmen and Steel, Mark F. J.},
  Title = {On Bayesian modeling of fat tails and skewness},
  Journal = {Journal of the American Statistical Association},
  Volume = {93},
  Year = {1998},
  Pages = {359--371},
  Keywords = {Linear regression, Stable distribution, Improper prior, Gibbs sampler, Theory and Methods, Posterior moments, Student $t$ sampling}
}

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