Bayesian robustness on constrained density band classes

DOI10.1007/BF02562625MaRDI QIDQ1372574zbMATH OpenFDO

Authors Marco Perone-Pacifico, Gabriella Salinetti, Luca Tardella

Publication date 17 November 1997

Published in Test (Search for Journal in Brave)

zbMATH Keywords

Bayesian robustnessfractional optimizationdensity band classlinear constrained optimizationNeyman and Pearson lemma

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 3850851 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian robustness in bidimensional models: Prior independence. (With discussion)
• Bayesian robustness on constrained density band classes
• Prior assessments for bands of probability measures: Empirical Bayes analysis
• Ranges of posterior measures for priors with unimodal contaminations
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood

Cited in

(9)

• On smoothness constraints with shape constraints in a robust Bayesian analysis
• Computing posterior upper expectations
• A robust bayesian lower limit for the expected number of unobserved classes
• Invariance properties of density ratio priors
• Bayesian robustness on constrained density band classes
• A note on the geometry of Bayesian global and local robustness
• Deriving robust Bayesian premiums under bands of prior distributions with applications
• Prior assessments for bands of probability measures: Empirical Bayes analysis
• scientific article; zbMATH DE number 845891 (Why is no real title available?)

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