Robust Bayes-like estimation: rho-Bayes estimation

DOI10.1214/20-AOS1948zbMath1461.62038arXiv1711.08328OpenAlexW3111279342MaRDI QIDQ1996790

Lucien Birgé, Yannick Baraud

Publication date: 26 February 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.08328

zbMATH Keywords

density estimationVC-classesBayesian estimationrobust estimationstatistical modelsmetric dimensionrho-Bayes estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

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Bernstein-von Mises theorem and misspecified models: a review, From robust tests to Bayes-like posterior distributions

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