Classical and Bayesian Inference Robustness in Multivariate Regression Models
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。
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