Full robustness in Bayesian modelling of a scale parameter

DOI10.1214/13-BA808MaRDI QIDQ907994zbMATH OpenFDO

Authors Alain Desgagné

Publication date 2 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1362406657

zbMATH Keywords

Bayesian robustnessconflicting informationLE-credencelog-exponentially varying functionslog-GEP\(_2\)log-regularly varying functionslog-slowly varying functions

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric robustness (62G35)

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Cited in

(15)

• P-credence and outliers
• A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail
• A new Bayesian approach to robustness against outliers in linear regression
• Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization
• Robustness to outliers in location-scale parameter model using log-regularly varying distributions
• Bayesian robustness modelling of location and scale parameters
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Bayesian robustness modeling using regularly varying distributions
• On the robustness to outliers of the Student‐t process
• Bayesian robustness modelling using the O‐regularly varying distributions
• Robust heavy-tailed versions of generalized linear models with applications in actuarial science
• Posterior robustness with milder conditions: contamination models revisited
• Short proof of posterior robustness: An illustration of basic ideas in a simple case
• Exact Gibbs sampling for Bayesian GLMs using link functions of a novel form
• On standard log-Fréchet and log-log-Fréchet laws

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