Robustness to outliers in location-scale parameter model using log-regularly varying distributions

DOI10.1214/15-AOS1316zbMath1317.62025arXiv1507.08436OpenAlexW3098744641MaRDI QIDQ2515489

Alain Desgagné

Publication date: 5 August 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08436

zbMATH Keywords

outliersBayesian inferencebuilt-in robustnesstheory of conflict resolutionlog-Pareto-tailed symmetric distributionslog-regularly varying distributions

Mathematics Subject Classification ID

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

Related Items

Log-regularly varying scale mixture of normals for robust regression, Robust Bayesian inference via γ-divergence, On the robustness to outliers of the Student‐t process, A new Bayesian approach to robustness against outliers in linear regression, Informed reversible jump algorithms, Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families, An automatic robust Bayesian approach to principal component regression, Theoretical properties of Bayesian Student-\(t\) linear regression

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