Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/76490
Type: Artigo de periódico
Title: A note on conflict of information and subexponential densities
Author: Rifo, LR
Santos, JD
Abstract: The Bayesian approach allows for uncertainty about both the model and the prior settings. Such uncertainty can only be stated by probability distributions. The adoption of robust distributions deals with potential conflict of information between the prior and the data. In this paper, we present sufficient conditions for a conflict to be solved in favour of either source of information in terms of subexponential densities. (C) 2012 Elsevier B.V. All rights reserved.
Subject: Bayesian inference
Conflict of information
Subexponential density
Heavy-tailed distribution
Country: Holanda
Editor: Elsevier Science Bv
Rights: fechado
Identifier DOI: 10.1016/j.spl.2012.01.013
Date Issue: 2012
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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