Bayesian robustness of the posterior predictive p-value

J. de la Horra Navarro and M. T. Rodríguez Bernal

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: In this paper, the Bayesian robustness of the posterior predictive p-value is studied. First of all, it is proved that Lavine's linearization technique can be extended for analyzing this problem. Then, the result is applied to the E-contamination class of prior distributions.

Date: 2001-05
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws012717

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