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

DOI10.1006/JMVA.1995.1057MaRDI QIDQ1898409zbMATH OpenOpenAlexFDO

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

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)

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