Robust Bayesian inference on scale parameters

DOI10.1006/jmva.2000.1933zbMath0981.62024OpenAlexW1982907921MaRDI QIDQ5935555

Jacek Osiewalski, Carmen Fernández, Mark F. J. Steel

Publication date: 26 March 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://www.econ.ed.ac.uk/papers/id25_esedps.pdf

zbMATH Keywords

posterior distributionscale invariancescale model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Probability distributions: general theory (60E05)

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Cites Work

• A largest characterization of spherical and related distributions
• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian statistical inference on elliptical matrix distributions
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• A New Family of Multivariate Distributions With Applications to Monte Carlo Studies
• Multivariate Student-t regression models: Pitfalls and inference
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