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Robust bayesian analysis using divergence measures...problems.Bayesian robustness Curvature [var epsilon]-contamination classes of priors Geometric contamination [phi]-divergence measures
général - core.ac.uk - PDF: www.sciencedirect.com
Bayesian analysis of the compound collective model: the net premium principle with exponential poisson and gamma–gamma distributions... The robustness of the posterior premium was analyzed with respect to the prior distribution specification of the severity of the accident/event, utilizing contamination classes, these being the class of all the distributions and that of all the unimodal distributions with the same mode....
 PDF: www.ugr.es
Optimal robust credible sets for contaminated priors...contaminations.Optimal robust credible sets [var epsilon]-contamination classes Bayesian robustness posterior probability

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