On the uniform approximation of Laplace's prior by t-priors in location problems

DOI10.1006/JMVA.1995.1057zbMATH Open0863.62027OpenAlexW1984116143MaRDI QIDQ1898409FDOQ1898409

Authors: Saurabh Mukhopadhyay, Malay Ghosh 

Publication date: 3 June 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1057

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zbMATH Keywords

heavy tailsset estimationmultivariate normal distributionsdistributionslocation parameterslikelihood functionsunknown locationreconciliationclassical inferencemultivariate t-priorsposterior convergencesuniform posterior approximation

Mathematics Subject Classification ID

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

Cited In (3)

• A class of \(t\) posterior distributions with application
• Title not available (Why is that?)
• Locally uniform prior distributions

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