Geodesic
Bayes robustness via the Kolmogorov metric
Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 139-143

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

An upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions is given. For some likelihood functions the inequality is sharp. Applications to assessing Bayes robustness are presented.
DOI : 10.4064/am-22-1-139-143
Keywords: stability of Bayes procedures, Bayes robustness, Kolmogorov metric

Agata Boratyńska 1 ; Ryszard Zieliński 1

1 
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Agata Boratyńska; Ryszard Zieliński. Bayes robustness via the Kolmogorov metric. Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 139-143. doi: 10.4064/am-22-1-139-143

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