Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
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Publication:753337
DOI10.1016/0378-3758(91)90084-RzbMath0716.62035OpenAlexW2048225148WikidataQ126438776 ScholiaQ126438776MaRDI QIDQ753337
Publication date: 1991
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(91)90084-r
sensitivityrobustnessposterior meanepsilon-contamination classposterior estimatorsposterior mean squared errorposterior medianposterior modePrior uncertaintyunimodal prior
Related Items (5)
Bayesian robustness in bidimensional models: Prior independence. (With discussion) ⋮ Bayesian robustness for multiparameter problems ⋮ An overview of robust Bayesian analysis. (With discussion) ⋮ Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs ⋮ Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
Cites Work
- Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
- Ranges of posterior measures for priors with unimodal contaminations
- Statistical decision theory and Bayesian analysis. 2nd ed
- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- Bayesian inference using intervals of measures
- Robust Bayesian experimental designs in normal linear models
- Range of posterior measures for priors with arbitrary contaminations
- Ranges of Posterior Probabilities for Quasiunimodal Priors With Specified Quantiles
- The General Moment Problem, A Geometric Approach
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
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