Objective Bayesian analysis for exponential power regression models

DOI10.1007/s13571-012-0045-0zbMath1257.62029MaRDI QIDQ1940902

Helio S. Migon, Esther Salazar, Marco A. R. Ferreira

Publication date: 8 March 2013

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-012-0045-0

zbMATH Keywords

robustness; Bayesian inference; Jeffreys prior; frequentist properties; exponential power errors

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

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