Tsionas, Efthymios G. - In: Journal of risk and financial management : JRFM 12 (2019) 4/183, pp. 1-9
We use the concept of coarsened posteriors to provide robust Bayesian inference via coarsening in order to robustify posteriors arising from stochastic frontier models. These posteriors arise from tempered versions of the likelihood when at most a pre-specified amount of data is used, and are...