ROBUST BAYES-LIKE ESTIMATION: RHO-BAYES ESTIMATION

Baraud, Y; Birge, L

Baraud, Y (corresponding author), Univ Luxembourg, Dept Math, Luxembourg, Luxembourg.

ANNALS OF STATISTICS, 2020; 48 (6): 3699

Abstract

We observe n independent random variables with joint distribution P and pretend that they are i.i.d. with some common density s (with respect to a kno......

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