Abstract
In this work we examine the e-contamination model of prior densities γ={π:π=(1-e)π0(θ)+eq: qeG}, where π0(θ) is the base elicited prior, q is a contamination belonging to some suitable class G and e reflects the amount of error in π0(θ). Various classes with shape and/or quantile constraints are analysed, and a posterior robust analysis is carried out. It turns out that quantile restrictions alone do not produce asymptotical rational behaviour, so it is unavoidable to introduce shape constraints as well. The conclusions are in line with those of O'Hagan and Berger (1988). Illustrations related to testing hypothesis and likelihood sets are given.
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