A characterization of Bayesian robustness for a normal location parameter

DOI10.1007/S13571-013-0060-9zbMath1294.62007OpenAlexW2016270943MaRDI QIDQ2439269

Jan R. Magnus, Kamlesh Kumar

Publication date: 14 March 2014

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

Full work available at URL: https://doi.org/10.1007/s13571-013-0060-9

zbMATH Keywords

robustnessposterior momentsmodel averagingpowered exponential distributionSubbotin prior

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

Posterior moments and quantiles for the normal location model with Laplace prior ⋮ Sampling properties of the Bayesian posterior mean with an application to WALS estimation ⋮ Weighted-average least squares estimation of generalized linear models ⋮ Robustness to outliers in location-scale parameter model using log-regularly varying distributions ⋮ WALS

Uses Software

• Stata
• wals

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