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Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

Book ID
121805306
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
217 KB
Volume
81
Category
Article
ISSN
0012-9682

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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