{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,10]],"date-time":"2026-10-10T07:31:37Z","timestamp":1791617497987,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2000,2,1]],"date-time":"2000-02-01T00:00:00Z","timestamp":949363200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,2]]},"abstract":"<jats:p>This paper considers a Bayesian analysis of the \nlinear regression model under independent sampling from \ngeneral scale mixtures of normals. Using a common reference \nprior, we investigate the validity of Bayesian inference \nand the existence of posterior moments of the regression \nand scale parameters. We find that whereas existence of \nthe posterior distribution does not depend on the choice \nof the design matrix or the mixing distribution, both of \nthem can crucially intervene in the existence of posterior \nmoments. We identify some useful characteristics that allow \nfor an easy verification of the existence of a wide range \nof moments. In addition, we provide full characterizations \nunder sampling from finite mixtures of normals, Pearson \nVII, or certain modulated normal distributions. For empirical \napplications, a numerical implementation based on the Gibbs \nsampler is recommended.<\/jats:p>","DOI":"10.1017\/s0266466600161043","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"80-101","source":"Crossref","is-referenced-by-count":54,"title":["BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS"],"prefix":"10.1017","volume":"16","author":[{"given":"Carmen","family":"Fern\u00e1ndez","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Mark F.J.","family":"Steel","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,2,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600161043","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,3]],"date-time":"2019-04-03T16:27:27Z","timestamp":1554308847000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600161043\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2000,2]]}},"alternative-id":["S0266466600161043"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600161043","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,2]]}}}