Classical and Bayesian Inference Robustness in Multivariate Regression Models

DOI10.2307/2965413zbMath0912.62042OpenAlexW3125969727MaRDI QIDQ4376019

Jacek Osiewalski, Carmen Fernández, Mark F. J. Steel

Publication date: 26 May 1999

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2965413

zbMATH Keywords

scale invariancepivotal quantityindependent samplingposterior inferencelikelihood ratio principledistribution invariance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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