General Bayesian Loss Function Selection and the use of Improper Models

DOI10.1111/rssb.12553arXiv2106.01214OpenAlexW3166714389MaRDI QIDQ6044086

Unnamed Author, David Rossell

Publication date: 17 May 2023

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.01214

zbMATH Keywords

robust regressionkernel density estimationHyvärinen scoreloss functionsimproper modelsgeneral Bayes

Mathematics Subject Classification ID

Statistics (62-XX)

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