Approximate Bayesian approach to non-Gaussian estimation in a linear model with dependent state and noise vectors

DOI10.1007/S00245-001-0005-YzbMath1002.62041OpenAlexW2012817347MaRDI QIDQ5945719

Olivier Talagrand, Rémy Baraille, Hong Son Hoang, P. De Mey

Publication date: 13 January 2003

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-001-0005-y

zbMATH Keywords

robust Bayesian estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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