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Infinitesimal Robustness for Diffusions

✍ Scribed by La Vecchia, Davide; Trojani, Fabio


Book ID
126891686
Publisher
American Statistical Association
Year
2010
Tongue
English
Weight
290 KB
Volume
105
Category
Article
ISSN
0162-1459

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InΓΏnitesimal sensitivities of the posterior distribution P(β€’|X ) and posterior quantities (P) w.r.t. the choice of the prior P are considered. In a very general setting, the posterior P(β€’|x) and posterior quantities (P) are treated as functions of the prior P on the space M of all probability measur