Bayesian Robustness Modelling of Location and Scale Parameters

DOI10.1111/j.1467-9469.2011.00750.xzbMath1246.62028OpenAlexW1548051697WikidataQ61856206 ScholiaQ61856206MaRDI QIDQ2911693

Anthony O'Hagan, José A. A. Andrade

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00750.x

zbMATH Keywords

conflicting informationregularly varying distributionsRV-credence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• On robust Bayesian analysis for location and scale parameters
• Modeling and Inference with v-Spherical Distributions
• Posterior expectations for large observations
• Outliers and Credence for Location Parameter Inference
• Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
• A note on bounded influence in Bayesian analysis
• Regularly varying functions
• Bayesian robustness modeling using regularly varying distributions
• Checking for prior-data conflict
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