GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK

DOI10.1017/S0266466614000152zbMath1314.62087OpenAlexW1966309946MaRDI QIDQ2936835

Cheng Li, Wenxin Jiang, Martin A. Tanner

Publication date: 7 January 2015

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000152

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Classical equilibrium statistical mechanics (general) (82B05)

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On Bayesian oracle properties ⋮ Robust Bayes estimation using the density power divergence

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