Bayesian robustness modelling using the O‐regularly varying distributions

DOI10.1111/stan.12105zbMath1528.62016MaRDI QIDQ6088215

José A. A. Andrade, Edward Omey

Publication date: 13 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

outliersheavy-tailed distributionsconflicting informationlocation and scale parameters

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Posterior expectations for large observations
• Outliers and Credence for Location Parameter Inference
• Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
• A note on bounded influence in Bayesian analysis
• Bayesian robustness modeling using regularly varying distributions

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