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Bayesian robustness of the empirical distribution

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Summary

A new method for dealing with possibly contaminated data, when there exists prior information about the contamination procedure, is proposed and studied in order to obtain robust estimators. A class of Bayesian robust estimators is then established and its properties studied. Applications of the proposed method are given.

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Authors and Affiliations

  1. Departmento de Estadística e I.O., Facultad de Ciencias U.N.E.D., Senda del Rey s/n, 28040, Madrid, Spain

    Alfonso García-Pérez

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  1. Alfonso García-Pérez
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García-Pérez, A. Bayesian robustness of the empirical distribution. Test 3, 183–194 (1994). https://doi.org/10.1007/BF02562680

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  • DOI: https://doi.org/10.1007/BF02562680

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