Stability of the posterior mean in linea
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Marek MeΜ¨czarski; Ryszard ZieliΕski
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Article
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1997
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Elsevier Science
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English
β 301 KB
Stability (robustness) of the Bayes estimates in linear models is considered. As measures of stability, the volume and the diameter of the ellipsoid of the posterior mean are proposed. The classes of priors of interest are sets of normal probability distributions with varying covariance matrices. Th