Robust Bayesian inference in elliptical regression models

DOI10.1016/0304-4076(93)90070-LzbMath0776.62029OpenAlexW2099918584MaRDI QIDQ1801423

Jacek Osiewalski, Mark F. J. Steel

Publication date: 24 November 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90070-l

zbMATH Keywords

sufficient conditionsposterior distributionmodel robustnessfinite mixturesdepartures from normalitynuissance parameterimproper prior densitymultivariate elliptical data densityprecision factorpredictive resultsspecification uncertainty

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

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