Optimal robust credible sets for density-bounded priors

DOI10.1016/S0378-3758(96)00200-5MaRDI QIDQ1372342zbMATH OpenFDO

Authors Siva Sivaganesan

Publication date 12 November 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(96)00200-5

zbMATH Keywords

Bayesian robustnessoptimal robust credible sets

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Recommendations

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Cites work

• A robust Bayesian interpretation of likelihood regions
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian inference using intervals of measures
• Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Optimal robust credible sets for contaminated priors
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(10)

• Optimal robust credible sets for contaminated priors
• On coverage and local radial rates of credible sets
• Tree based credible set estimation
• scientific article; zbMATH DE number 426234 (Why is no real title available?)
• scientific article; zbMATH DE number 1264371 (Why is no real title available?)
• scientific article; zbMATH DE number 4119469 (Why is no real title available?)
• Bayesian robustness of credible regions in the presence of nuisance parameters
• scientific article; zbMATH DE number 788279 (Why is no real title available?)
• Credible sets in the fixed design model with Brownian motion prior
• Optimally robust credible sets with a class of priors

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