Global Bayesian robustness for some classes of prior distributions

DOI10.1007/978-1-4612-1306-2_3MaRDI QIDQ5747420zbMATH OpenOpenAlexFDO

Authors Elías Moreno

Publication date 14 February 2014

Published in Robust Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4612-1306-2_3

zbMATH Keywords

\(\varepsilon\)-contamination classesBayesian robustnessglobal robustnessinfluence setinteractive robustnessmoment problempriors with given marginalsprobability bandsquantile classes

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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• Bayesian robustness on constrained density band classes
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• On a new class of multivariate prior distributions: theory and application in reliability
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• On the half-Cauchy prior for a global scale parameter
• Covariances, robustness, and variational Bayes
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• A Bayesian computer model analysis of robust Bayesian analyses
• On global robustness of an adversarial risk analysis solution
• Bayesian prior robustness using general -divergence measure
• Bayesian local influence for survival models
• \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach
• Optimal actions in problems with convex loss functions

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