On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors

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On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors

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by Vivekananda Roy , James P. Hobert

Venue:	Journal of Multivariate Analysis
Citations:	7 - 3 self

Citations

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1	Robust estimation of symmetric risk using the t distribution in the chilean stock markets - CADEMARTORI, ROMO, et al. - 2003