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Atribución-NoComercial-SinDerivadas 3.0 España
Abstract:
Constructing a prior distribution when there is no available information is usually an interesting challenge. In this paper, a new method based on bootstrap and non parametric density estimation ideas is proposed. Its ability to detect and partially correct miConstructing a prior distribution when there is no available information is usually an interesting challenge. In this paper, a new method based on bootstrap and non parametric density estimation ideas is proposed. Its ability to detect and partially correct misspecifications is illustrated with a simulation study.[+][-]