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20112026
most citedModelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma

2 citations · 2 across the 6 of their papers we have counts for

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stat.ME2019

Comparison Between Bayesian and Frequentist Tail Probability Estimates

Nan Shen, Bárbara González, Luis Raúl Pericchi

In this paper, we investigate the reasons that the Bayesian estimator of the tail probability is always higher than the frequentist estimator. Sufficient conditions for this phenom…