RT Journal Article
T1 Implementation of a Robust Bayesian Method
A1 Portela García-Miguel, Javier
A1 Gómez Villegas, Miguel Ángel
AB In this work we study robustness in Bayesian models through a generalization of the Normal distribution. We show new appropriate techniques in order to deal with this distribution in Bayesian inference. Then we propose two approaches to decide, in some applications, if we should replace the usual Normal model by this generalization. First, we pose this dilemma as a model rejection problem, using diagnostic measures. In the second approach we evaluate model’s predictive efficiency. We illustrate those perspectives with a simulation study, a non linear model and a longitudinal data model.
PB Gordon & Breach
SN 0094-9655
YR 2004
FD 2004-04
LK https://hdl.handle.net/20.500.14352/49409
UL https://hdl.handle.net/20.500.14352/49409
LA eng
NO Portela García-Miguel, J. & Gómez Villegas, M. A. «Implementation of a Robust Bayesian Method». Journal of Statistical Computation and Simulation, vol. 74, n.o 4, abril de 2004, pp. 235-48. DOI.org (Crossref), https://doi.org/10.1080/0094965031000147713.
NO DGESIC
DS Docta Complutense
RD 23 ago 2024