Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151674 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
We study MCMC algorithms for Bayesian analysis of a linear regression model with generalized hyperbolic errors. The Markov operators associated with the standard data augmentation algorithm and a sandwich variant of that algorithm are shown to be trace-class.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yeun Ji Jung, James P. Hobert,