Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation
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DOI: 10.1023/A:1003950122133
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- James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman &, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 5-124, June.
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- Passarin Katia, 2004. "Local robustness measures for posterior summaries," Economics and Quantitative Methods qf0405, Department of Economics, University of Insubria.
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Keywords
Bayesian robustness; Gâteaux derivative; model robustness; model selection; predictive distribution; prior robustness; steepest descent;All these keywords.
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