Nonparametric Bayesian clay for robust decision bricks

DOI10.1214/16-STS567MaRDI QIDQ1790362zbMATH OpenOpenAlexFDO

Authors Judith Rousseau, Christian P. Robert Robert

Publication date 2 October 2018

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ss/1484816577

zbMATH Keywords

misspecificationprior selectiondecision-theorygamma-minimaxityrobust methodology

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Foundations and philosophical topics in statistics (62A01) Minimax procedures in statistical decision theory (62C20)

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• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(2)

• Model uncertainty first, not afterwards
• A Bayesian computer model analysis of robust Bayesian analyses

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