On robust Bayesian analysis for location and scale parameters
From MaRDI portal
Publication:1301590
DOI10.1006/jmva.1999.1820zbMath0962.62023MaRDI QIDQ1301590
Rubén A. Haro-López, Adrian F. M. Smith
Publication date: 12 December 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1999.1820
Gibbs sampler; location; scale mixtures of normal distributions; scale; robust Bayesian analysis; bounded influence; v-spherical distributions
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62F35: Robustness and adaptive procedures (parametric inference)
Related Items
The Kotz-type distribution with applications, A robustness evaluation of Bayesian tests for longitudinal data, The multivariate asymmetric slash Laplace distribution and its applications, A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution, Bayesian heavy-tailed models and conflict resolution: a review, Regularized parameter estimation of high dimensional distribution, The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach, A note on linearly constrained Bayes estimator in elliptical models, Modelling conflicting information using subexponential distributions and related classes, Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions, A new class of multivariate distributions: scale mixture of Kotz-type distributions, Bayesian Robustness Modelling of Location and Scale Parameters, Bivariate Kurtotic Distributions of Garment Fibre Data
