Portela García-Miguel, JavierGómez Villegas, Miguel Ángel2023-06-202023-06-202004-04Portela 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/10.1080/0094965031000147713.0094-965510.1080/0094965031000147713https://hdl.handle.net/20.500.14352/49409In 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.engjournal articlehttps//doi.org/10.1080/0094965031000147713http://www.tandf.co.uk/journals/titles/00949655.htmlopen access519.22Bayesian InferenceBayesian robustnessExponential Power distributionMarkov Chain Monte CarloEstadística matemática (Matemáticas)1209 Estadística