Robust bayes analysis in normal linear regression with an improper mixture prior

DOI10.1080/03610929108830532zbMath0724.62035OpenAlexW2075077992MaRDI QIDQ3212124

Siddhartha Chib, Ram C. Tiwari

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830532

zbMATH Keywords

numerical exampleBayes predictionnoninformative priormultimodalrobustness indeximproper mixture priorLeamer ellipsoidnormal inverted gamma base prior

Mathematics Subject Classification ID

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

Cites Work

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• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• A modification to the Bayes estimate for the mean of a normal distribution