Classical and Bayesian Inference Robustness in Multivariate Regression Models

DOI10.2307/2965413zbMATH Open0912.62042OpenAlexW3125969727MaRDI QIDQ4376019FDOQ4376019

Authors: Carmen Fernández, Jacek Osiewalski, M. F. J. Steel 

Publication date: 26 May 1999

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2965413

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zbMATH Keywords

scale invariancepivotal quantityindependent samplingposterior inferencelikelihood ratio principledistribution invariance

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (4)

• Isoseparation and robustness in parametric Bayesian inference
• Robust Bayesian inference on scale parameters
• Bayesian inference in spherical linear models: robustness and conjugate analysis
• Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox

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