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Robust Bayesian displays for standard inferences concerning a normal mean

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  • Fan, Tsai-Hung
  • Berger, James O.

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  • Fan, Tsai-Hung & Berger, James O., 2000. "Robust Bayesian displays for standard inferences concerning a normal mean," Computational Statistics & Data Analysis, Elsevier, vol. 33(4), pages 381-399, June.
    • Handle: RePEc:eee:csdana:v:33:y:2000:i:4:p:381-399
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    References listed on IDEAS

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    1. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
    2. Fan Tsai-Hung & Berger James O., 1992. "BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS," Statistics & Risk Modeling, De Gruyter, vol. 10(1-2), pages 99-120, February.
    3. Arnold Zellner, 1997. "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825.
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