Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions

DOI10.1080/02331889708802594zbMath0897.62027OpenAlexW2008645442MaRDI QIDQ4351766

Guorui Bian, Moti L. Tiku

Publication date: 28 August 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802594

zbMATH Keywords

location parameterrobust priorsBayesian estimatorsmodified likelihood functionmode of poly-\(t\) densityHPD estimatorindependent bivariate priorStudent's \(t\) family

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Related Items (18)

Time series models with asymmetric innovations ⋮ Tail conditional moments for elliptical and log-elliptical distributions ⋮ ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS ⋮ NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS ⋮ THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES ⋮ Bayesian inference in location-scale distributions with independent bivariate priors ⋮ Credibility theory: A new view from the theory of second order optimal statistics. ⋮ Multiple linear regression model with stochastic design variables ⋮ Linear regression model with new symmetric distributed errors ⋮ Inference in multivariate linear regression models with elliptically distributed errors ⋮ Tail Conditional Expectations for Elliptical Distributions ⋮ Effects of prior distributions: an application to piped water demand ⋮ Estimating parameters in autoregressive models with asymmetric innovations ⋮ On the generalization of Esscher and variance premiums modified for the elliptical family of distributions ⋮ Tail Variance Premium with Applications for Elliptical Portfolio of Risks ⋮ Sequential credibility evaluation for symmetric location claim distributions ⋮ Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions ⋮ Estimating parameters in autoregressive models in non-normal situations: symmetric innovations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robustness of MML estimators based on censored samples and robust test statistics
• A new method of estimation for location and scale parameters
• Robust Bayesian estimators in a one-way ANOVA model
• On the tiku-suresh method of estimation
• Outliers and Credence for Location Parameter Inference
• The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
• A Goodness of Fit Statistic Based on the Sample Spacings for Testing a Symmetric Distribution Against Symmetric Alternatives
• Testing Linear Contrasts of Means in Experimental Design Without Assuming Normality and Homogeneity of Variances
• Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom
• Bayesian insight into tiku’s robust procedures based on asymmetric censored samples
• Some problems arising in approximating to probability distributions, using moments
• Order Statistics Estimators of the Location of the Cauchy Distribution
• Robust hierarchical Bayes estimation of exchangeable means
• Robust Statistics

This page was built for publication: Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions