Qualitative robustness in time series

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We develop a framework for quantifying the sensitivity of the distribution of posterior distributions with respect to perturbations of the prior and data generating distributions in the limit when the number of data points grows towards infinity. In this generalization of Hampel [47] and Cuevas’ [18] notion of qualitative robustness to Bayesian inference, posterior distributions are analyzed as...

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ژورنال

عنوان ژورنال: Information and Computation

سال: 1987

ISSN: 0890-5401

DOI: 10.1016/0890-5401(87)90033-2