Use of exponential power distributions for mixture models in the presence of covariates
Jorge Alberto Achcar, Gilberto de Araújo Pereira · Journal of Applied Statistics · 1999
In this paper, we present a Bayesian analysis of exponential power mixture models in the presence of a covariate. Considering Gibbs sampling with MetropolisHastings algorithms, we obtain Monte Carlo estimates for the posterior quantities of interest.