Bayes estimation subject to uncertainty about parameter constraints

By Anthony OʼHagan, Tom Leonard. 1976

Subfields: Statistics and Probability, Probabilistic & Bayesian Methods

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Citations in the corpus

The Logarithmic Skew-Normal Distributions are Moment-Indeterminate (2009, background): “See also Stoyanov (1997, Section 11) and Stoyanov (2000). As mentioned before, the random variable Yx ~ LSN(A) with X = 0 has a standard lognormal distribution, LN(0, 1).”
A unified view on skewed distributions arising from selections (2006, background): “This idea has been in the literature for a long time (e.g., Birnbaum 1950; Nelson 1964; Weinstein 1964; Roberts 1966; O’Hagan & Leonard 1976).”
The Secret Sharer: Measuring Unintended Neural Network Memorization & Extracting Secrets (2018, methodology): “In this work, we use a skew-normal distribution [41] with mean μ, standard deviation σ(2), and skew α.”
A skew extension of the t‐distribution, with applications (2003, background): “For general and normal cases, see O’Hagan and Leonard (1976) and Azzalini (1985).”
Skewed distributions in finance and actuarial science: a review (2015, background): “The extended skew-normal distribution appears in several areas of statistical theory, including Bayesian statistics (O’Hagan and Leonard 1976), regression analysis (Copas and Li 1997), and graphical models (Capitanio, Azzalini, and Stanghellini 2003).”
The epsilon-skew-normal distribution for analyzing near-normal data (2000, background): “11) It is interesting to note that √ 1 and 2 of the ESN family have the same range as the skew normal distribution introduced by O’Hagan and Leonard (1976) and investigated by Azzalini (1985, 1986), Henze (1986) and Liseo (1990).”
The Skew‐normal Distribution and Related Multivariate Families * (2005, background): “Although formulated quite differently, a closely related construction has been considered by O’Hagan & Leonard (1976), working in a Bayesian context.”