Robust hierarchical Bayes estimation of exchangeable means

DOI10.2307/3315535zbMath0719.62047OpenAlexW2032080877WikidataQ56941500 ScholiaQ56941500MaRDI QIDQ5751766

Jean-François Angers, James O. Berger

Publication date: 1991

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315535

zbMATH Keywords

Monte Carlo simulationBayes estimatorgeneralized Bayes estimatorhierarchical Bayesmultivariate normal distributionrobust estimatorexchangeable componentsCauchy distributionsmean vector \(\theta \)normal-Cauchy convolutionoutlying means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

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