On robust Bayesian analysis for location and scale parameters

DOI10.1006/jmva.1999.1820zbMath0962.62023OpenAlexW2045009095MaRDI QIDQ1301590

Rubén A. Haro-López, Adrian F. M. Smith

Publication date: 12 December 1999

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1820

zbMATH Keywords

Gibbs samplerlocationscale mixtures of normal distributionsscalerobust Bayesian analysisbounded influencev-spherical distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (13)

A robustness evaluation of Bayesian tests for longitudinal data ⋮ Bayesian Robustness Modelling of Location and Scale Parameters ⋮ Modelling conflicting information using subexponential distributions and related classes ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach ⋮ Bayesian heavy-tailed models and conflict resolution: a review ⋮ A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution ⋮ Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions ⋮ The multivariate asymmetric slash Laplace distribution and its applications ⋮ Regularized parameter estimation of high dimensional distribution ⋮ The Kotz-type distribution with applications ⋮ A new class of multivariate distributions: scale mixture of Kotz-type distributions ⋮ Bivariate Kurtotic Distributions of Garment Fibre Data

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