The extended exponential power distribution and Bayesian robustness.

DOI10.1016/J.SPL.2003.01.001zbMath1116.62332OpenAlexW2083643121MaRDI QIDQ1423081

S. T. Boris Choy, Stephen G. Walker

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.01.001

zbMATH Keywords

Gibbs samplingBayesian robustness analysisand double exponential distributionsExponential powerScale mixtures of uniformsWinsoring

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

A robustness evaluation of Bayesian tests for longitudinal data ⋮ Posterior moments and quantiles for the normal location model with Laplace prior ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations ⋮ A characterization of Bayesian robustness for a normal location parameter ⋮ Bayesian heavy-tailed models and conflict resolution: a review ⋮ Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions ⋮ A characterisation of scale mixtures of the uniform distribution ⋮ Stability of the Gibbs sampler for Bayesian hierarchical models ⋮ Modeling the distribution of day-ahead electricity returns: a comparison ⋮ Acknowledgement of Priority: the Generalized Normal Distribution ⋮ Linear estimation for the extended exponential power distribution ⋮ Robust linear mixed models for small area estimation ⋮ Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior

Cites Work

• Hierarchical models with scale mixtures of normal distributions
• Outliers and Credence for Location Parameter Inference
• Accurate Approximations for Posterior Moments and Marginal Densities
• On scale mixtures of normal distributions
• Bayesian analysis of a three-component hierarchical design model
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