Bayesian analysis of the calibration problem under elliptical distributions

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dc.contributor.authorBranco, M
dc.contributor.authorBolfarine, H
dc.contributor.authorIglesias, P
dc.contributor.authorArellano Valle, RB
dc.date.accessioned2024-01-10T12:37:46Z
dc.date.available2024-01-10T12:37:46Z
dc.date.issued2000
dc.description.abstractIn this paper we discuss calibration problems under dependent and independent elliptical family of distributions. In the dependent case, it is shown that the posterior distribution of the quantity of interest is robust with respect to the distributions in the elliptical family. In particular, the results obtained by Hoadley (1970. J. Amer. Statist. 65, 356-369) showing that the inverse estimator is a Bayes estimator under normal models with a Student-t prior also holds under the dependent elliptical family of distributions. In the independent case, the use of the elliptical family allows the consideration of models which provide protection against possible outliers in the data. The multivariate calibration problem is also considered, where some results given in Brown (1993. Measurement, Regression and Calibration. Oxford University Press, Oxford) are extended. Finally, the results of the paper are applied to a real data problem, showing that the Student-t model can be a valid alternative to normality. (C) 2000 Elsevier Science B.V. All rights reserved.
dc.description.abstractMSC: 62F15; 62F35; 62J05.
dc.fechaingreso.objetodigital2024-04-11
dc.format.extent17 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/S0378-3758(00)00110-5
dc.identifier.issn0378-3758
dc.identifier.urihttps://doi.org/10.1016/S0378-3758(00)00110-5
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76918
dc.identifier.wosidWOS:000088797600005
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.information.autorucMatemática;Iglesias P;S/I;100265
dc.issue.numero1
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final85
dc.pagina.inicio69
dc.publisherELSEVIER SCIENCE BV
dc.revistaJOURNAL OF STATISTICAL PLANNING AND INFERENCE
dc.rightsacceso restringido
dc.subjectcalibration
dc.subjectBayesian inference
dc.subjectelliptical distributions
dc.subjectGibbs sampler
dc.subjectLINEAR CALIBRATION
dc.subjectREGRESSION-MODELS
dc.subjectINFERENCE
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleBayesian analysis of the calibration problem under elliptical distributions
dc.typeartículo
dc.volumen90
sipa.codpersvinculados58107
sipa.codpersvinculados100265
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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