Abstract
Abstract The sensitivity of Bayesian multivariate parameter estimation to changes in the prior is investigated. In particular, robustness with respect to the dependence structure of the prior is considered. Methods using maximal association copulas, parametric copulas, and a sampling based method are demonstrated.
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Murphy, T.B. (2002). Bayesian Robustness for Multivariate Problems. In: Cuadras, C.M., Fortiana, J., Rodriguez-Lallena, J.A. (eds) Distributions With Given Marginals and Statistical Modelling. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-0061-0_17
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DOI: https://doi.org/10.1007/978-94-017-0061-0_17
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