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On Default Priors for Robust Bayesian Estimation with Divergences
This paper presents objective priors for robust Bayesian estimation against outliers based on divergences. The minimum [Formula: see text]-divergence estimator is well-known to work well in estimation against heavy contamination. The robust Bayesian methods by using quasi-posterior distributions bas...
Bewaard in:
| Gepubliceerd in: | Entropy (Basel) |
|---|---|
| Hoofdauteurs: | , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
MDPI
2020
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7824515/ https://ncbi.nlm.nih.gov/pubmed/33375494 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23010029 |
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