Robust likelihood functions in Bayesian inference

DOI10.1016/J.JSPI.2007.05.001MaRDI QIDQ2475762zbMATH OpenOpenAlexFDO

Authors Walter Racugno, Luca Greco, Laura Ventura

Publication date 11 March 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.05.001

zbMATH Keywords

estimating equationpseudo-likelihoodmodel misspecificationrobustnessinfluence functionKullback-Leibler divergenceposterior distribution

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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