Robust Bayesian analysis of the linear regression model

被引：12

作者：

Chaturvedi, A ^{[1
]}

机构：

[1] UNIV ALLAHABAD,DEPT MATH & STAT,ALLAHABAD 211002,UTTAR PRADESH,INDIA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1996年 / 50卷 / 02期

关键词：

linear regression model; g-priors; Robust Bayes; epsilon-contamination; ML-II;

D O I：

10.1016/0378-3758(95)00052-6

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 robust Bayesian analysis of the linear regression model is presented under the assumption of a mixture of g-prior distributions for the parameters and ML-II posterior density for the coefficient vector is derived. Robustness properties of the ML-II posterior mean are studied. Utilizing the ML-II posterior density, robust Bayes predictors for the future values of the dependent variable are also obtained.

引用

页码：175 / 186

页数：12

共 50 条

[21] Objective Bayesian variable selection in linear regression model
Kang, Sang Gil
Kim, Dal Ho
Lee, Woo Dong
Kim, Yongku
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2022, 92 (06) : 1133 - 1157
[22] ROBUST LINEAR REGRESSION ANALYSIS - THE GREEDY WAY
Papageorgiou, George
Bouboulis, Pantelis
Theodoridis, Sergios
Themelis, Konstantinos
2014 PROCEEDINGS OF THE 22ND EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO), 2014, : 16 - 20
[23] Robust Bayesian Regularized Estimation Based on t Regression Model
Li, Zean
Zhao, Andweihua
JOURNAL OF PROBABILITY AND STATISTICS, 2015, 2015
[24] A Bayesian Computer Model Analysis of Robust Bayesian Analyses
Vernon, Ian
Gosling, John Paul
BAYESIAN ANALYSIS, 2023, 18 (04): : 1367 - 1399
[25] ROBUST BAYESIAN BOOTSTRAP REGRESSION
HECKELEI, T
MITTELHAMMER, RC
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1994, 76 (05) : 1264 - 1264
[26] A robust Bayesian genome-based median regression model
Abelardo Montesinos-López
Osval A. Montesinos-López
Enrique R. Villa-Diharce
Daniel Gianola
José Crossa
Theoretical and Applied Genetics, 2019, 132 : 1587 - 1606
[27] A robust Bayesian genome-based median regression model
Montesinos-Lopez, Abelardo
Montesinos-Lopez, Osval A.
Villa-Diharce, Enrique R.
Gianola, Daniel
Crossa, Jose
THEORETICAL AND APPLIED GENETICS, 2019, 132 (05) : 1587 - 1606
[28] Bayesian robust nonparametric regression
Smith, M
Kohn, R
AMERICAN STATISTICAL ASSOCIATION - 1996 PROCEEDINGS OF THE SECTION ON BAYESIAN STATISTICAL SCIENCE, 1996, : 202 - 207
[29] ROBUST BAYESIAN LASSO REGRESSION
Khadembashiri, Z.
JOURNAL OF FUNDAMENTAL AND APPLIED SCIENCES, 2016, 8 : 1848 - 1858
[30] BAYESIAN PREDICTIVE ANALYSIS OF THE LINEAR-REGRESSION MODEL WITH AN EDGEWORTH SERIES PRIOR DISTRIBUTION
CHATURVEDI, A
HASEGAWA, H
ASTHANA, S
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (10) : 2469 - 2484

← 1 2 3 4 5 →