A note on conflict of information and subexponential densities

DOI10.1016/j.spl.2012.01.013zbMath1242.62023OpenAlexW2046855556MaRDI QIDQ434732

James D. Santos, Laura L.Ramos

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.013

zbMATH Keywords

heavy-tailed distributionsBayesian inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundational topics in statistics (62A99)

Cites Work

• Posterior expectations for large observations
• Outliers and Credence for Location Parameter Inference
• Hazard rates and subexponential distributions
• A note on bounded influence in Bayesian analysis
• Bayesian Robustness
• A case for robust Bayesian priors with applications to clinical trials
• Checking for prior-data conflict