Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric

DOI10.1016/J.JSPI.2009.05.022zbMath1169.62018OpenAlexW2023774933MaRDI QIDQ840743

Pavel A. Shlyk, Alexey Yu. Kharin

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.022

zbMATH Keywords

\(\chi^{2}\)-pseudo-metricfunctional distortionsmultivariate Bayesian forecastingrobust procedures

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

Robustness of sequential hypotheses testing for heterogeneous independent observations ⋮ Note on qualitative robustness of multivariate sample mean and median ⋮ Robust estimation of AR coefficients under simultaneously influencing outliers and missing values ⋮ Performance and robustness evaluation in sequential hypotheses testing ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies

Cites Work

• Unnamed Item
• Statistical decision theory and Bayesian analysis. 2nd ed
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian Methods for Predicting Interacting Protein Pairs Using Domain Information
• Robust Statistics

This page was built for publication: Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric