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Robust Bayesian Inference on Scale Parameters

Author

Listed:
  • Fernández, C.
  • Osiewalski, J.
  • Steel, M.F.J.

    (Tilburg University, Center For Economic Research)

Abstract

AMS classifications: 62F15, 60E05.

Suggested Citation

  • 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.
  • Handle: RePEc:tiu:tiucen:7ac8a9cf-881f-4009-8308-7b6acc745e15
    as

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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/524920/65.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. Steel, Mark F.J. & Osiewalski, Jacek, 1992. "Robust Bayesian inference in Iq-Spherical models," UC3M Working papers. Economics 2843, Universidad Carlos III de Madrid. Departamento de Economía.
    4. 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.
    5. Gupta, A. K. & Song, D., 1997. "Characterization ofp-Generalized Normality," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 61-71, January.
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