Bayesian robustness for multivariate problems

被引：0
|
作者：
Murphy, TB [1 ]
机构：
[1] Univ Dublin Trinity Coll, Dept Stat, Dublin 2, Ireland
来源：
DISTRIBUTIONS WITH GIVEN MARGINALS AND STATISTICAL MODELLING | 2002年
关键词：
Bayesian robustness; distributions with given marginals; copulas;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The sensitivity of Bayesian multivariate parameter estimation to changes in the prior is investigated. In particular, robustness with respect to the dependence structure of the prior is considered. Methods using maximal association copulas, parametric copulas, and a sampling based method are demonstrated.
引用
收藏
页码：161 / 168
页数：8
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