Protection against outliers using a symmetric stable law prior

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VOL. 29 | 1996 Protection against outliers using a symmetric stable law prior

Jean-François Angers

Editor(s) J. O. Berger, B. Betrò, E. Moreno, L. R. Pericchi, F. Ruggeri, G. Salinetti, L. Wasserman

IMS Lecture Notes Monogr. Ser., 1996: 273-282 (1996) DOI: 10.1214/lnms/1215453072

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Bayesian robustness

Vol. 29 • 1 January 1996

Institute of Mathematical Statistics