Bayesian robustness to outliers in linear regression and ratio estimation

@article{Desgagne2019BayesianRT,
  title={Bayesian robustness to outliers in linear regression and ratio estimation},
  author={Alain Desgagn'e and Philippe Gagnon},
  journal={Brazilian Journal of Probability and Statistics},
  year={2019}
}
Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually decreases to nothing as they converge towards plus or minus infinity. So far, the Bayesian literature provides results that ensure whole robustness for the location-scale model. In this paper, we make two contributions. First, we generalise the results to attain whole robustness in simple linear regression through the origin, which is a necessary step towards results for general… 

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