Inference robustness in multivariate models with a scale parameter
AbstractWe formulate a general representation of points z 2
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1995-25.
Date of creation: 1995
Date of revision:
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Web page: http://center.uvt.nl
Regression Analysis; Multivariate Analysis; Statistical Distribution; Scaling; statistics;
Other versions of this item:
- FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ., 1995. "Inference Robustness in Multivariate Models with a Scale Parameter," CORE Discussion Papers 1995030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993.
"The continuous multivariate location-scale model revisited: A tale of robustness,"
1993-80, Tilburg University, Center for Economic Research.
- Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness," Papers 9380, Tilburg - Center for Economic Research.
- Dreze, Jacques H., 1977. "Bayesian regression analysis using poly-t densities," Journal of Econometrics, Elsevier, vol. 6(3), pages 329-354, November.
- Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Inference under Sampling from Scale Mixtures of Normals," Discussion Paper 1996-02, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1995.
"Reference priors in non-normal location problems,"
1995-91, Tilburg University, Center for Economic Research.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Discussion Paper 1996-17, Tilburg University, Center for Economic Research.
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