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A note on the relation between local power and robustness to misspecification

✍ Scribed by Patrik Guggenberger


Book ID
116423302
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
185 KB
Volume
116
Category
Article
ISSN
0165-1765

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In this paper a geometric interpretation of the main quantities of interest in Bayesian robustness is presented. It helps in visualizing the relationships among global robustness, local sensitivity measures based on functional derivatives and the so-called linearization technique. An immediate geome