Classical and Bayesian Inference Robustness in Multivariate Regression Models

DOI10.2307/2965413MaRDI QIDQ4376019zbMATH OpenOpenAlexFDO

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

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)

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(4)

• Isoseparation and robustness in parametric Bayesian inference
• 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
• Robust Bayesian inference on scale parameters

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