On the Robustness of Bayesian Modelling of Location and Scale Structures Using Heavy-Tailed Distributions

DOI10.1080/03610926.2011.592250zbMath1294.62046OpenAlexW2092069654MaRDI QIDQ4929204

C. E. Guevara Otiniano, Chang Chung Yu Dorea, José A. A. Andrade

Publication date: 13 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.592250

zbMATH Keywords

heavy-tailed distributionBayesian robustnessconflicting information

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

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• Posterior expectations for large observations
• A note on bounded influence in Bayesian analysis
• Uncertain Judgements: Eliciting Experts' Probabilities
• Nonparametric elicitation for heavy-tailed prior distributions
• Bayesian robustness modeling using regularly varying distributions

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