A further look at robustness via Bayes's theorem

From MaRDI portal
Publication:5722653

DOI10.1093/biomet/49.3-4.419zbMath0114.34903OpenAlexW2069890138WikidataQ108810995 ScholiaQ108810995MaRDI QIDQ5722653

George C. Tiao, G. E. P. Box

Publication date: 1962

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/49.3-4.419




Related Items (49)

Two-sample inference based on one-sample ranked set sample sign statisticsMarket price of risk estimation: Does distribution matter?Minimum distance estimatorsModeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributionsA Comparison of Partially Adaptive and Reweighted Least Squares EstimationA robustness evaluation of Bayesian tests for longitudinal dataThe generalized T Birnbaum–Saunders family\(L_p\)-norm spherical distributionInvestigation of changes in characteristics of hydrological time series by Bayesian methodsBayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business CycleNumerical study of robust Bayesian analysis of generalized inverted family of distributions based on progressive type II right censoringOn the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*Neyman's C(α) test for the shape parameter of the exponential power classRobust Bayesian analysis of generalized inverted family of distributionsInconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression modelsBayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption functionMultivariate \(\theta\)-generalized normal distributionsOn a generalization of Gaussian distributionObjective Bayesian analysis for exponential power regression modelsFlexible Distributions as an Approach to Robustness: The Skew-t CaseA Bayesian computer model analysis of robust Bayesian analyses$L_p$-norm uniform distributionOption pricing in an exponential mixedts Lévy processRobust estimation: A condensed partial surveyCommentMultitude of Laplace distributionsPartially adaptive econometric methods for regression and classificationParametric models for partially adaptive estimation with skewed and leptokurtic residualsThe skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimationBayesian reference analysis for exponential power regression modelsModeling the dynamics of interest rate volatility with skewed fat-tailed distributionsA conditional-SGT-VaR approach with alternative GARCH modelsOn the Asymptotic Behaviour of Extremes and Near Maxima of Random Observations from the General Error DistributionsA weighted strategy to handle likelihood uncertainty in Bayesian inferenceTesting goodness-of-fit for Laplace distribution based on maximum entropyRobust Location and Scale Estimation Based on the Univariate Generalizedt(GT) DistributionSome posterior distributions concerning normal samples with applications to analysis of variance model I problemsViète’s Formula, Knar’s Formula, and the Geometry of the Gamma FunctionBayesian analysis of some models that use the asymmetric exponential power distributionRobust Bayesian analysis of Weibull failure modelInference robustness of ARIMA models under non-normality. Special application to stock price dataUnnamed ItemPower of One-Sample Location Tests Under Distributions with Equal Lévy DistancePartially adaptive robust estimation of regression models and applicationsBayesian robustness in change point analysisRobustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problemIdentification of structural VAR models via independent component analysis: a performance evaluation studyRobust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t PriorNonsubjective Bayes testing -- an overview




This page was built for publication: A further look at robustness via Bayes's theorem