Robust Bayesian estimator in a normal model with uncertain hierarchical priors

DOI10.1080/03610926.2021.1917615OpenAlexW3162124856MaRDI QIDQ5875244

Guikai Hu, Xinhai Xiao

Publication date: 3 February 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1917615

zbMATH Keywords

normal linear modelerror variancerobust Bayes estimatoruncertainty hierarchical priors

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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