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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/1/29 |