Implementation of a robust bayesian method

DOI10.1080/0094965031000147713MaRDI QIDQ4826348zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• A multivariate generalization of the power exponential family of distributions
• Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
• Model choice: a minimum posterior predictive loss approach
• Reference Bayesian Methods for Generalized Linear Mixed Models
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(6)

• Bayesian analysis of a generalized lognormal distribution
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