Robust Bayesian analysis of the linear regression model

DOI10.1016/0378-3758(95)00052-6zbMath0848.62018OpenAlexW2053608938MaRDI QIDQ1918156

Anoop Chaturvedi

Publication date: 28 October 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00052-6

zbMATH Keywords

robust Bayesian analysisepsilon contaminationmixture of \(g\)-prior distributionsML-II posterior densityML-II posterior meanrobust Bayes predictorstype-II maximum likelihood procedure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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