Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis

DOI10.1214/16-BJPS318zbMath1370.62011OpenAlexW2606775639MaRDI QIDQ2357064

Fabrizio Ruggeri, Luciana G. Godoi, Márcia D'Elia Branco

Publication date: 16 June 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/16-bjps318

zbMATH Keywords

concentration function Bayesian robustness \(L_{1}\) distance skew-symmetric models

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Approximations to statistical distributions (nonasymptotic) (62E17)

This page was built for publication: Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis