Implementation of a robust bayesian method

DOI10.1080/0094965031000147713zbMATH Open1052.62032OpenAlexW2101825400MaRDI QIDQ4826348FDOQ4826348

Authors: Javier Portela, Miguel A. Gómez-Villegas 

Publication date: 11 November 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://eprints.ucm.es/id/eprint/11166/1/2004impl.pdf

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zbMATH Keywords

Markov chain Monte CarloBayesian robustnessexponential power distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Model choice: a minimum posterior predictive loss approach
• Title not available (Why is that?)
• Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
• A multivariate generalization of the power exponential family of distributions
• Statistical decision theory and Bayesian analysis. 2nd ed
• Reference Bayesian Methods for Generalized Linear Mixed Models

Cited In (6)

• Bayesian analysis of a generalized lognormal distribution
• A general method for robust Bayesian modeling
• Title not available (Why is that?)
• Bayesian likelihood robustness in linear models
• Robust open Bayesian analysis: overfitting, model uncertainty, and endogeneity issues in multiple regression models
• Title not available (Why is that?)

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