1 Erratum to: Stat Comput DOI 10.1007/s11222-016-9652-3

The publisher regrets errors on equation breaks in the original publication. The correct equations are as shown below:

Section 2.2, after 10th paragraph,

$$\begin{aligned} c^{*}|\mathcal{Y}\sim \varGamma \left( \!{a_{c} \!+\!\frac{2^{J}-2}{2},b_{c} \!+\!\frac{1}{4}\sum _{j=2}^{{2^{J}}} j^{2} \sum _{k=1}^{{2^{j}-1}} {\left( \log \frac{Y_{j,2k-1}}{1-Y_{j,2k-1}}\right) ^{2}}} \!\right) . \end{aligned}$$

Section 2.4, after 2nd paragraph

$$\begin{aligned} \alpha ^{-2}|\mathbf{q},\mu ,\sigma \!\sim \!\varGamma \left( \! {a\!+\!\frac{n}{2},a\sigma ^{2}\!+\!\frac{1}{2}\sum _{i=1}^n {\frac{(y_i \!-\!\mu \!-\!\sigma t_{q_i } )^{2}}{d_{{q_i}}^{2}}} } \!\right) .\nonumber \\ \end{aligned}$$
(7)

Section 2.5, after 2nd paragraph,

$$\begin{aligned} \alpha ^{-2}|\mathbf{q},\gamma ,\sigma ,\mathbf{y}\sim \varGamma \left( {a+\frac{n}{2},a\sigma ^{2}+\frac{1}{2}\sum _{i=1}^{n} {\frac{(y_{i} -{} \mathbf{z}_{i}^{\prime } \gamma -\sigma t_{{q_i}})^{2}}{d_{{q_i}}^2}}} \right) . \end{aligned}$$

Section 2.5, after 3rd paragraph,

$$\begin{aligned} S_\mathbf{z} (t|\mu ,\sigma ,\mathcal{Y},\alpha )\!=\!1\!-\!\sum _{k=1}^{{2^{J}}} {p_\mathcal{Y}} (k)\varPhi \left( \log t|\mathbf{z}^{\prime }\gamma \!+\!\sigma t_k ,\alpha ^{2}d_{k}^{2}\right) . \end{aligned}$$