Modelling conflicting information using subexponential distributions and related classes

DOI10.1007/s10463-012-0380-yzbMath1396.62039MaRDI QIDQ2393158

Edward Omey, José A. A. Andrade

Publication date: 7 August 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0380-y

zbMATH Keywords

subexponential distributions; Bayesian robustness; conflicting information; regularly varying distributions

Mathematics Subject Classification ID

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

62G32: Statistics of extreme values; tail inference

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On the robustness to outliers of the Student‐t process, Robustness to outliers in location-scale parameter model using log-regularly varying distributions

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