Robust Bayesian Methods in Simple ANOVA Models
Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 1, pp. 200-202
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We develop a robust Bayesian inference procedure for the simple analysis of variance (ANOVA) model. In the ANOVA model of a two-way layout crossover study, the problem of partial prior robustness can be reduced to componentwise variations of positive-definite diagonal matrices. The feasible ellipsoid (a hyperinterval), the intersection, and the union of HPD regions (HiFi region) are derived.
@article{TVP_1992_37_1_a41,
author = {W. Polasek and K. P\"otzelberger},
title = {Robust {Bayesian} {Methods} in {Simple} {ANOVA} {Models}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {200--202},
publisher = {mathdoc},
volume = {37},
number = {1},
year = {1992},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1992_37_1_a41/}
}
W. Polasek; K. Pötzelberger. Robust Bayesian Methods in Simple ANOVA Models. Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 1, pp. 200-202. http://geodesic.mathdoc.fr/item/TVP_1992_37_1_a41/