Abdulbasah Kamil, Anton (2004) Robustification Process On Bayes Estimators. Working Paper. Universiti Sains Malaysia.
The paper describes one possible robustification process on Bayes estimators and studies how a robust estimator can work with prior information. This robustification procedure, as one of possible sensitivity analysis, enables us to study the effect of the outlying observations together with sensitivity to a chosen prior distribution or to a chosen loss function.
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