Robustification Process On Bayes Estimators.
Abdulbasah Kamil, Anton (2004) Robustification Process On Bayes Estimators. Working Paper. Universiti Sains Malaysia.
The paper describes one possible robustification process on Bayes estimators and studies how a robust estimator can work with prior information. This robustification procedure, as one of possible sensitivity analysis, enables us to study the effect of the outlying observations together with sensitivity to a chosen prior distribution or to a chosen loss function.
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