From robust tests to Bayes-like posterior distributions

DOI10.1007/s00440-023-01222-8arXiv2107.12011OpenAlexW3183213669MaRDI QIDQ6145688

Yannick Baraud

Publication date: 9 January 2024

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.12011

zbMATH Keywords

robustnessHellinger distanceposterior distributiontotal variation distanceBayes procedureGibbs estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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