Issues in Bayesian loss robustness

MaRDI QIDQ2736789zbMATH OpenFDO

Authors David Ríos Insua, Fabrizio Ruggeri, Jacinto Martín

Publication date 11 September 2001

Published in Sankhyā. Series A. Methods and Techniques (Search for Journal in Brave)

zbMATH Keywords

robust Bayesian analysisclasses of loss functionsnondominated alternativesBayes alternativeL-minimax

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(14)

• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
• Isoseparation and robustness in parametric Bayesian inference
• Optimal actions in problems with convex loss functions
• Computing efficient sets in Bayesian decision problems
• MCMC-based local parametric sensitivity estimations
• Asymptotic limit of the Bayes actions set derived from a class of loss functions
• Asymptotics in Bayesian decision theory with applications to global robustness
• Asymptotic global robustness in Bayesian decision theory
• Bayesian robustness for decision making problems: applications in medical contexts
• Likelihood distortion and Bayesian local robustness
• On a new class of multivariate prior distributions: theory and application in reliability
• Bayes pre-test estimation for the change point of the changing one parameter exponential family
• A Unified Approach to Prior and Loss Robustness
• \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach

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