The extended exponential power distribution and Bayesian robustness

S.T. Boris Choy () and Stephen G. Walker

Statistics & Probability Letters, 2003, vol. 65, issue 3, 227-232

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.

Keywords: Bayesian; robustness; analysis; Scale; mixtures; of; uniforms; Exponential; power; and; double; exponential; distributions; Gibbs; sampling; Winsoring (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (10)

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