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The extended exponential power distribution and Bayesian robustness

Choy, S.T. Boris, Walker, Stephen G. (2003) The extended exponential power distribution and Bayesian robustness. Statistics and Probability Letters, 65 (3). pp. 227-232. ISSN 0167-7152. (doi:10.1016/j.spl.2003.01.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10580)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1016/j.spl.2003.01.001

Abstract

In this paper, it is demonstrated that an extension to the exponential power family allows for robustness characteristics for the normal location parameter problem, previously thought to be restricted to the Student-t and a subclass of the positive stable families. (C) 2003 Elsevier B.V. All rights reserved.

Item Type: Article
DOI/Identification number: 10.1016/j.spl.2003.01.001
Uncontrolled keywords: Bayesian robustness analysis; Scale mixtures of uniforms; Exponential power and double exponential distributions; Gibbs sampling; Winsoring
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 09 Sep 2008 09:46 UTC
Last Modified: 04 Feb 2022 13:40 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/10580 (The current URI for this page, for reference purposes)

University of Kent Author Information

Walker, Stephen G..

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