On robust analysis of a normal location parameter

被引：24

作者：

Choy, STB

Smith, AFM

机构：

[1] UNIV LONDON IMPERIAL COLL SCI TECHNOL & MED,DEPT MATH,LONDON SW7 2BZ,ENGLAND

[2] CHINESE UNIV HONG KONG,SHATIN,HONG KONG

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1997年 / 59卷 / 02期

关键词：

double-exponential distribution; exponential power distribution; laplace approximation to integrals; robust analysis; scale mixtures of normal distributions; stable distribution;

D O I：

10.1111/1467-9868.00079

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

Pericchi and Smith considered a normal location parameter problem with double-exponential and Student t prior distributions. These two prior distributions both belong to the class of scale mixtures of normal distributions and are useful in providing a robust analysis of the normal location parameter problem. In this paper we extend the analysis to other scale mixtures of normal distributions, such as the exponential power and the symmetric stable distributions.

引用

页码：463 / 474

页数：12

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