Bayesian regression analysis with scale mixtures of normals

Fernandez, Carmen, Fernández, Carmen, Steel, Mark F. J. . Econometric Theory 2000. 16 (1) :80-101

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Bibtex

@article{CIS-163999,
  Author = {Fernandez, Carmen and Fernández, Carmen and Steel, Mark F. J.},
  Title = {Bayesian regression analysis with scale mixtures of normals},
  Journal = {Econometric Theory},
  Volume = {16},
  Number = {1},
  Year = {2000},
  Pages = {80--101},
  Keywords = {Linear regression, Maximum likelihood estimation, Gibbs sampler}
}

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