Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
Year of publication: |
2020
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Authors: | Hong, Liang ; Martin, Ryan |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 7, p. 634-649
|
Subject: | Asymptotics | Bernstein-von Mises phenomenon | exponential family | robustness | uncertainty quantification | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Glaubwürdigkeit | Credibility |
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