Publication Date:
2010
abstract:
A new, nonparametric, approach to Bayesian robustness is presented. Whereas many
studies in Bayesian robustness have dealt with a parametric sampling distribution, considering
classes of prior distributions on the parameters, here we assume that the sampling
distribution comes from a Dirichlet process with a parameter = , with > 0
and being a probability measure, specied with uncertainty.
studies in Bayesian robustness have dealt with a parametric sampling distribution, considering
classes of prior distributions on the parameters, here we assume that the sampling
distribution comes from a Dirichlet process with a parameter = , with > 0
and being a probability measure, specied with uncertainty.
Iris type:
01.01 Articolo in rivista
Keywords:
Bayesian robustness; Concentration function; Dirichlet process.
List of contributors:
Ruggeri, Fabrizio
Published in: