Robust Bayesian Inference on Scale Parameters

C. Fernández, J. Osiewalski, M.F.J. Steel

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Abstract

AMS classifications: 62F15, 60E05.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages15
Volume1996-65
Publication statusPublished - 1996

Publication series

NameCentER Discussion Paper
Volume1996-65

Keywords

  • Posterior distribution
  • Scale invariance
  • Scale model
  • Regression model

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  • Cite this

    Fernández, C., Osiewalski, J., & Steel, M. F. J. (1996). Robust Bayesian Inference on Scale Parameters. (CentER Discussion Paper; Vol. 1996-65). Econometrics.