Robust Bayesian Inference on Scale Parameters

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

Research output: Working paperDiscussion paperOther research output

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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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