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 <inline-formula><math display="inline"><semantics><mi>γ</mi></semantics></math></inline-formula>-divergence estimator is we...

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书目详细资料
Main Authors: Tomoyuki Nakagawa, Shintaro Hashimoto
格式: 文件
语言:English
出版: MDPI AG 2020-12-01
丛编:Entropy
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在线阅读:https://www.mdpi.com/1099-4300/23/1/29