A simple diagnostic tool for local prior sensitivity

DOI10.1016/S0167-7152(97)00067-9MaRDI QIDQ1382246zbMATH OpenOpenAlexFDO

Authors Daniel Peña, Ruben H. Zamar

Publication date 25 March 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00067-9

zbMATH Keywords

Bayesian robustnessinfinitesimal contaminationinfluence functionmixture of distributionsprior distribution

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
• Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
• Bayesian robustness of credible regions in the presence of nuisance parameters
• scientific article; zbMATH DE number 4155643 (Why is no real title available?)
• scientific article; zbMATH DE number 469328 (Why is no real title available?)
• scientific article; zbMATH DE number 850164 (Why is no real title available?)
• scientific article; zbMATH DE number 863578 (Why is no real title available?)
• scientific article; zbMATH DE number 3307059 (Why is no real title available?)
• Local sensitivity diagnostics for Bayesian inference
• Robust Bayesian analysis: sensitivity to the prior

Cited in

(7)

• Local sensitivity diagnostics for Bayesian inference
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• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Bayesian Elicitation Diagnostics
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• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• Influence measures and robust estimators of dependence in multivariate extremes

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