Autore
Passarin, Katia

Titolo
Robust Bayesian estimation
Periodico
Università degli Studi dell'Insubria. Dipartimento di Economia. Quaderni di ricerca
Anno: 2004 - Fascicolo: 11 - Pagina iniziale: 1 - Pagina finale: 20

This paper deals with the problem of robust estimation in a Bayesian context. We present an overview on some families of so-called robust distributions and we prove that they belong to the family of elliptical distributions. According to this results, extensions to the multivariate case can be easily obtained. Moreover we propose criteria to assess when using a robust model is recommend and how to choose among estimates obtained with different models.



Testo completo: http://eco.uninsubria.it/dipeco/quaderni/files/QF2004_11.pdf

Esportazione dati in Refworks (solo per utenti abilitati)