多元回归模型中经典与贝叶斯推断的稳健性

Classical and Bayesian Inference Robustness in Multivariate Regression Models

Journal of the American Statistical Association · 1997
被引 5
ABS 4

中文导读

研究了多元回归模型中经典和贝叶斯推断方法对模型假设偏离的稳健性,比较了两种推断框架在参数估计和假设检验中的表现。

Abstract

Carmen Fernandez, Jacek Osiewalski, Mark F. J. Steel, Classical and Bayesian Inference Robustness in Multivariate Regression Models, Journal of the American Statistical Association, Vol. 92, No. 440 (Dec., 1997), pp. 1434-1444

多元统计贝叶斯推断计量经济学稳健性