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Robust Bayesian inference in lq-spherical models
Authors:OSIEWALSKI  JACEK
Institution:1Department of Economics, Academy of Economics 31-510 KrakÓ w, Poland
2Department of Statistics and Econometrics Universidad Carlos III, 28903 Madrid, Spain
Abstract:
Keywords:Bayesian inference  Exponential power distributions  Inference robustness  lq-norm  Symmetric multivariate distributions
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