On the uniform approximation of Laplace's prior by t-priors in location problems

DOI10.1006/JMVA.1995.1057zbMath0863.62027OpenAlexW1984116143MaRDI QIDQ1898409

Saurabh Mukhopadhyay, Malay Ghosh

Publication date: 3 June 1997

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1057

zbMATH Keywords

distributionsheavy tailsset estimationmultivariate normal distributionslocation parameterslikelihood functionsunknown locationreconciliationclassical inferencemultivariate t-priorsposterior convergencesuniform posterior approximation

Mathematics Subject Classification ID

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

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