Robust Bayesian Inference on Scale Parameters
AbstractAMS classifications: 62F15, 60E05.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1996-65.
Date of creation: 1996
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Web page: http://center.uvt.nl
Posterior distribution; Scale invariance; Scale model; Regression model;
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- Fang, Kai-Tai & Li, Runze, 1999. "Bayesian Statistical Inference on Elliptical Matrix Distributions," Journal of Multivariate Analysis, Elsevier, vol. 70(1), pages 66-85, July.
- Steel, M.F.J., 1991.
"Bayesian Inference in Time Series,"
9153, Tilburg - Center for Economic Research.
- Fernandez, C & Osiewalski, J & Steel, M-F-J, 1996. "Classical and Bayesian Inference Robustness in Multivariate Regression models," Papers 9602, Catholique de Louvain - Institut de statistique.
- Gupta, A. K. & Song, D., 1997. "Characterization ofp-Generalized Normality," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 61-71, January.
- Fang, Kai-Tai & Bentler, P. M., 1991. "A largest characterization of spherical and related distributions," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 107-110, February.
- Osiewalski, Jacek & Steel, Mark F.J., . "Posterior moments of scale parameters in elliptical regression models," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/10879, Universidad Carlos III de Madrid.
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