Browsing Centro de Bioestadística y Bioinformática by Subject "Inverted-Gamma distribution"
Now showing items 1-1 of 1
-
An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models
(Brazilian Journal of Probability and Statistics, 2014)In this paper, we propose a new wide class of hypergeometric heavy tailed priors that is given as the convolution of a Student-t density for the location parameter and a Scaled Beta 2 prior for the squared scale parameter. ...