Joint sensitivity in Bayesian decision theory
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 946667
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- scientific article; zbMATH DE number 863580
- Bayesian decision theory and stochastic independence
- On a global sensitivity measure for Bayesian inference
- scientific article; zbMATH DE number 1630004
Cites work
- scientific article; zbMATH DE number 469328 (Why is no real title available?)
- An overview of robust Bayesian analysis. (With discussion)
- Infinitesimal sensitivity of posterior distributions
- Local sensitivity diagnostics for Bayesian inference
- On the consistency of Bayes estimates
- Posterior ranges of functions of parameters under priors with specified quantiles
- Robustness issues under imprecise beliefs and preferences
- Sensitivity analysis in statistical decision theory: A decision analytic view
- Stochastic Dominance and Expected Utility: Survey and Analysis
Cited in
(6)- MCMC-based local parametric sensitivity estimations
- Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
- A Simple Method to Study Sensitivity of BMP's
- A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
- Bayesian robustness for decision making problems: applications in medical contexts
- Feasible joint posterior beliefs with binary signals
This page was built for publication: Joint sensitivity in Bayesian decision theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1423864)