Bayesian robustness modeling using regularly varying distributions

Bayesian Analysis ◽

10.1214/06-ba106 ◽

2006 ◽

Vol 1 (1) ◽

pp. 169-188 ◽

Author(s):

J. A. A. Andrade ◽

A. O'Hagan

Keyword(s):

Bayesian Robustness ◽

Regularly Varying

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Bayesian robustness modelling using the O -regularly varying distributions

Statistica Neerlandica ◽

10.1111/stan.12105 ◽

2017 ◽

Vol 71 (3) ◽

pp. 168-183

Author(s):

J. A. A. Andrade ◽

Edward Omey

Keyword(s):

Bayesian Robustness ◽

Regularly Varying

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Geometrically regularly varying monotone functions and iteration

10.31274/rtd-180815-1691 ◽

1975 ◽

Author(s):

Richard Fong-I Chung

Keyword(s):

Monotone Functions ◽

Regularly Varying

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Extreme Value Theory for Suprema of Random Variables with Regularly Varying Tail Probabilities.

10.21236/ada179126 ◽

1986 ◽

Author(s):

Tailen Hsing

Keyword(s):

Extreme Value Theory ◽

Random Variables ◽

Value Theory ◽

Extreme Value ◽

Tail Probabilities ◽

Regularly Varying

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The GJR GARCH(1,1) Process As Regularly Varying: Implications for Efficient Model Estimation and Risk Measurement

SSRN Electronic Journal ◽

10.2139/ssrn.3013353 ◽

2018 ◽

Author(s):

Todd Prono

Keyword(s):

Risk Measurement ◽

Model Estimation ◽

Regularly Varying

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Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities

The Annals of Probability ◽

10.1214/aop/1176993074 ◽

1985 ◽

Vol 13 (1) ◽

pp. 179-195 ◽

Author(s):

Richard Davis ◽

Sidney Resnick

Keyword(s):

Random Variables ◽

Moving Averages ◽

Tail Probabilities ◽

Limit Theory ◽

Regularly Varying

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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes ◽

10.1007/s10687-021-00417-3 ◽

2021 ◽

Author(s):

Philippe Soulier

Keyword(s):

Stochastic Processes ◽

Continuous Time ◽

Regularly Varying ◽

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Asymptotics of Rapidly Varying Solutions of Differential Equations Asymptotically Close to Equations with Regularly Varying Nonlinearities

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05225-5 ◽

2021 ◽

Vol 253 (2) ◽

pp. 242-262

Author(s):

V. M. Evtukhov ◽

A. V. Drozhzhina

Keyword(s):

Differential Equations ◽

Regularly Varying

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Asymptotic Representations of Rapidly Varying Solutions of Second-Order Differential Equations with Rapidly and Regularly Varying Nonlinearities

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05210-y ◽

2021 ◽

Vol 253 (1) ◽

pp. 24-39

Author(s):

О. О. Chepok

Keyword(s):

Differential Equations ◽

Second Order ◽

Second Order Differential Equations ◽

Regularly Varying ◽

Asymptotic Representations

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Stable limits for associated regularly varying sequences

Lithuanian Mathematical Journal ◽

10.1007/s10986-019-09463-8 ◽

2019 ◽

Vol 59 (4) ◽

pp. 535-544

Author(s):

Adam Jakubowski

Keyword(s):

Regularly Varying

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Bayesian robustness to outliers in linear regression and ratio estimation

Brazilian Journal of Probability and Statistics ◽

10.1214/17-bjps385 ◽

2019 ◽

Vol 33 (2) ◽

pp. 205-221 ◽

Author(s):

Alain Desgagné ◽

Philippe Gagnon

Keyword(s):

Linear Regression ◽

Ratio Estimation ◽

Bayesian Robustness

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