Robust hierarchical Bayes estimation of exchangeable means
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Publication:5751766
DOI10.2307/3315535zbMath0719.62047WikidataQ56941500 ScholiaQ56941500MaRDI QIDQ5751766
James O. Berger, Jean-François Angers
Publication date: 1991
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315535
Monte Carlo simulation; Bayes estimator; generalized Bayes estimator; hierarchical Bayes; multivariate normal distribution; robust estimator; exchangeable components; Cauchy distributions; mean vector \(\theta \); normal-Cauchy convolution; outlying means
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62E15: Exact distribution theory in statistics
62F35: Robustness and adaptive procedures (parametric inference)
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