Assigning a value to a power likelihood in a general Bayesian model

C. C. Holmes and S. G. Walker

Biometrika, 2017, vol. 104, issue 2, 497-503

Abstract: SummaryBayesian robustness under model misspecification is a current area of active research. Among recent ideas is that of raising the likelihood function to a power. In this paper we discuss the choice of appropriate power and provide examples.

Keywords: Exponential family; Fisher information; Fisher information distance; Score function (search for similar items in EconPapers)
Date: 2017
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