The extended exponential power distribution and Bayesian robustness.

DOI10.1016/j.spl.2003.01.001zbMath1116.62332MaRDI QIDQ1423081

Stephen G. Walker, S. T. Boris Choy

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.01.001

zbMATH Keywords

Gibbs sampling; Bayesian robustness analysis; and double exponential distributions; Exponential power; Scale mixtures of uniforms; Winsoring

Mathematics Subject Classification ID

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

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Cites Work

• Hierarchical models with scale mixtures of normal distributions
• Outliers and Credence for Location Parameter Inference
• Accurate Approximations for Posterior Moments and Marginal Densities
• On scale mixtures of normal distributions
• Bayesian analysis of a three-component hierarchical design model
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