A note on conflict of information and subexponential densities

DOI10.1016/J.SPL.2012.01.013MaRDI QIDQ434732zbMATH OpenOpenAlexFDO

Authors L. R. Rifo, J. D. Santos

Publication date 16 July 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.01.013

zbMATH Keywords

Bayesian inferenceheavy-tailed distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundational topics in statistics (62A99)

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Cites work

• A case for robust Bayesian priors with applications to clinical trials
• A note on bounded influence in Bayesian analysis
• Bayesian robustness
• Checking for prior-data conflict
• Hazard rates and subexponential distributions
• Outliers and Credence for Location Parameter Inference
• Posterior expectations for large observations

Cited in

(2)

• On the robustness of Bayesian modelling of location and scale structures using heavy-tailed distributions
• Modelling conflicting information using subexponential distributions and related classes

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