摘要:A new, nonparametric, approach to Bayesian robustness is presented. Whereas many studies in Bayesian robustness have dealt with a parametric sampling distribution, considering classes of prior distributions on the parameters, here we assume that the sampling distribution comes from a Dirichlet process with a parameter = , with > 0 and being a probability measure, specied with uncertainty.
关键词:Bayesian robustness Concentration function Dirichlet process.ess.