likelihood-free inferencequasi-likelihoodrobustnessinfluence function\(M\)-estimatorsunbiased estimating function
Point estimation (62F10) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)
Abstract: We discuss an approach for deriving robust posterior distributions from -estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use -estimating functions to construct suitable summary statistics in ABC algorithms. The theoretical properties of the robust posterior distributions are discussed. Special attention is given to the application of the method to linear mixed models. Simulation results and an application to a clinical study demonstrate the usefulness of the method. An R implementation is also provided in the robustBLME package.
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Cited in
(6)- The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
- Robust Bayesian Credibility Using Semiparametric Models
- robustBLME
- Robust Approximate Bayesian Inference With Synthetic Likelihood
- scientific article; zbMATH DE number 445347 (Why is no real title available?)
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