Belief Function Robustness in Estimation
نویسنده
چکیده
We consider the case in which the available knowledge does not allow to specify a precise probabilistic model for the prior and/or likelihood in statistical estimation. We assume that this imprecision can be represented by belief functions. Thus, we exploit the mathematical structure of belief functions and their equivalent representation in terms of closed convex sets of probability measures to derive robust posterior inferences.
منابع مشابه
Belief function and multivalued mapping robustness in statistical estimation
We consider the case in which the available knowledge does not allow to specify a precise probabilistic model for the prior and/or likelihood in statistical estimation. We assume that this imprecision can be represented by belief functions models. Thus, we exploit the mathematical structure of belief functions and their equivalent representation in terms of closed convex sets of probabilities t...
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