Bayesian Measurement Error Models Using Finite Mixtures of Scale\n Mixtures of Skew-Normal Distributions

We present a proposal to deal with the non-normality issue in the context of\nregression models with measurement errors when both the response and the\nexplanatory variable are observed with error. We extend the normal model by\njointly modeling the unobserved covariate and the random errors by a finite\nmixture of scale mixture of skew-normal distributions. This approach allows us\nto model data with great flexibility, accommodating skewness, heavy tails, and\nmulti-modality.\n