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Volumn 58, Issue 3-4, 2000, Pages 81-108

P-credence and outliers

Author keywords

Bayesian inference; Generalized exponential power family; Heavy tailed modeling; Location parameter; Outlier

Indexed keywords


EID: 48749112121     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (8)

References (14)
  • 1
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    • ANGERS, J.-F. (1992) Use of Student-t prior for the estimation of normal means: A computational approach, in Bayesian Statistic IV, eds. Bernardo, J. M., Berger, J. O., David, A.P., and Smith, A.F.M., New York: Oxford University Press, pp. 567-575.
    • (1992) Bayesian Statistic IV , pp. 567-575
    • Angers, J.-F.1
  • 2
    • 21644448731 scopus 로고    scopus 로고
    • Protection against outliers using a symmetric stable law prior
    • ANGERS, J.-F. (1996) Protection against outliers using a symmetric stable law prior, in IMS Lecture Notes - Monograph Series, Vol. 29, pp. 273-283.
    • (1996) IMS Lecture Notes - Monograph Series , vol.29 , pp. 273-283
    • Angers, J.-F.1
  • 3
    • 84988058297 scopus 로고
    • Robust hierarchical bayes estimation of exchangeable means
    • ANGERS, J.-F. AND BERGER, J. O. (1991) Robust hierarchical Bayes estimation of exchangeable means, The Canadian Journal of Statistics, 19, 39-56.
    • (1991) The Canadian Journal of Statistics , vol.19 , pp. 39-56
    • Angers, J.-F.1    Berger, J.O.2
  • 4
    • 0001258683 scopus 로고
    • A further lookat robustness via bayes's theorem
    • BOX, G. AND TIAO, G. (1962) A further lookat robustness via Bayes's theorem, Biometrika, 49, 419-432.
    • (1962) Biometrika , vol.49 , pp. 419-432
    • Box, G.1    Tiao, G.2
  • 5
    • 84988112810 scopus 로고
    • Inference for nonconjugate Bayesian models using the gibbs sampler
    • CARLIN, B. AND POLSON, N. (1991) Inference for nonconjugate Bayesian models using the Gibbs sampler, The Canadian Journal of Statistics, 19, 399-405.
    • (1991) The Canadian Journal of Statistics , vol.19 , pp. 399-405
    • Carlin, B.1    Polson, N.2
  • 6
    • 0015720889 scopus 로고
    • Posterior expectation for large observations
    • DAWID, A. (1973) Posterior expectation for large observations, Biometrika, 60, 664-667.
    • (1973) Biometrika , vol.60 , pp. 664-667
    • Dawid, A.1
  • 7
    • 0002706215 scopus 로고
    • Behaviour of the posterior distribution and inferences for a normal means with t prior distributions
    • FAN, T. H. AND BERGER, J. O. (1992) Behaviour of the posterior distribution and inferences for a normal means with t prior distributions, Statistics & Decisions, 10, 99-120.
    • (1992) Statistics & Decisions , vol.10 , pp. 99-120
    • Fan, T.H.1    Berger, J.O.2
  • 8
    • 84974239933 scopus 로고
    • Priors for macroeconomic time series and their applications
    • GEWEKE, J. (1994) Priors for macroeconomic time series and their applications, Econometric Theory, 10, 609-632.
    • (1994) Econometric Theory , vol.10 , pp. 609-632
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  • 9
    • 2142807853 scopus 로고
    • On coherence, inadmissibility and inference about many parameters in the theory of least squares
    • eds. Fienberg, S. and Zellner, A., Amsterdam: North-Holland
    • HILL, B. (1974) On coherence, inadmissibility and inference about many parameters in the theory of least squares, in Studies in Bayesian econometrics and Statistics, eds. Fienberg, S. and Zellner, A., Amsterdam: North-Holland, pp. 555-584.
    • (1974) Studies in Bayesian Econometrics and Statistics , pp. 555-584
    • Hill, B.1
  • 12
    • 0001051377 scopus 로고
    • Modelling with heavy tails
    • eds Bernardo, J. M., De Groot, M. Lindley, D., and Smith, A. F. M., Oxford: Clarendon Press
    • O' HAGAN, A. (1988) Modelling with heavy tails, in Bayesian Statistics III, eds Bernardo, J. M., De Groot, M. Lindley, D., and Smith, A. F. M., Oxford: Clarendon Press, pp. 345-359.
    • (1988) Bayesian Statistics III , pp. 345-359
    • O'Hagan, A.1
  • 14
    • 53849087641 scopus 로고
    • Conflicting information and a class of bivariate heavytailed distributions
    • eds. Smith, A and Freeman, P., New York: John Wiley and Sons Ltd
    • O'HAGAN, A. AND LE, H. (1994) Conflicting Information and a Class of Bivariate Heavytailed Distributions, in Aspects of Uncertainty, eds. Smith, A and Freeman, P., New York: John Wiley and Sons Ltd, pp. 315-331.
    • (1994) Aspects of Uncertainty , pp. 315-331
    • O'Hagan, A.1    Le, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.