Classical and Bayesian Inference Robustness in Multivariate Regression models
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- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001.
"Robust Bayesian Inference on Scale Parameters,"
Journal of Multivariate Analysis,
Elsevier, vol. 77(1), pages 54-72, April.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996. "Robust Bayesian inference on scale parameters," ESE Discussion Papers 25, Edinburgh School of Economics, University of Edinburgh.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
- Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 1997. "On the use of panel data in stochastic frontier models with improper priors," Journal of Econometrics, Elsevier, vol. 79(1), pages 169-193, July.
- Jim Smith & Fabio Rigat, 2012. "Isoseparation and robustness in parametric Bayesian inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 495-519, June.
More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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