Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
- 1 January 1997
- journal article
- research article
- Published by Taylor & Francis in Statistics
- Vol. 29 (4) , 317-345
- https://doi.org/10.1080/02331889708802594
Abstract
Motivated by the attractive features of robust priors and the MML estimators, we develop Bayesian estimators for the location parameter of a family which represents a very wide class of symmetric location-scale distributions ranging from Cauchy to normal distributions. We show that the new estimators are clearly superior to those obtained earlier by other authors. The proposed method can also be extended to asymmetric location-scale distributions. That will form Part II of this work.Keywords
This publication has 21 references indexed in Scilit:
- Robust Bayesian estimators in a one-way ANOVA modelTEST, 1995
- Robust hierarchical Bayes estimation of exchangeable meansThe Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1991
- Outliers and Credence for Location Parameter InferenceJournal of the American Statistical Association, 1990
- The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored DataJournal of the American Statistical Association, 1985
- On Tiku's robust procedure — a Bayesian insightJournal of Statistical Planning and Inference, 1985
- Robust StatisticsPublished by Wiley ,1981
- Health, normality, and the ghost of GaussPublished by American Medical Association (AMA) ,1970
- Order Statistics Estimators of the Location of the Cauchy DistributionJournal of the American Statistical Association, 1966
- Some problems arising in approximating to probability distributions, using momentsBiometrika, 1963
- APPROXIMATE CONFIDENCE INTERVALSBiometrika, 1953