Bayesian robustness under a skew-normal class of prior distribution

DOI10.1016/J.IJAR.2014.03.004MaRDI QIDQ2447778zbMATH OpenOpenAlexFDO

Authors Luciana G. de Godoi, Marcia D. Branco

Publication date 29 April 2014

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2014.03.004

zbMATH Keywords

skew distributionsBayesian robustnessglobal sensitivitycontamination class

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 872117 (Why is no real title available?)
• A Bayesian interpretation of the multivariate skew-normal distribution.
• A multivariate skew normal distribution.
• A quantitative study of quantile based direct prior elicitation from expert opinion
• A unified view on skewed distributions arising from selections
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• Local influence on posterior distributions under multiplicative modes of perturbation
• Mills' ratio: Monotonicity patterns and functional inequalities
• On the Unification of Families of Skew-normal Distributions
• Robust Bayesian analysis: sensitivity to the prior
• Some Inequalities on Mill's Ratio and Related Functions
• Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument

Cited in

(2)

• Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
• Bayesian robustness in change point analysis

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