Robust Bayesian experimental designs in normal linear models

DOI10.1214/aos/1176348247zbMath0744.62099MaRDI QIDQ1178940

Anirban DasGupta, William J. Studden

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348247

zbMATH Keywords

metric; polynomial regression; group decision making; misspecification; Bayes risk; completely randomized designs; canonical normal linear model; different loss structures; family of conjugate priors; family of priors; fixed prior; independent homoscedastic errors; optimal robust designs; reconciliation of opinions among experts; robust Bayesian design

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62K05: Optimal statistical designs

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Bayesian D-Optimal and Model Robust Designs in Linear Regression Models, Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison, Compromise designs in heteroscedastic linear models, Range of the posterior probability of an interval for priors with unimodality preserving contaminations, A note on optimal Bayesian design for nonlinear problems, Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion), An overview of robust Bayesian analysis. (With discussion), Sample size problems in ANOVA Bayesian point of view, Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs, Optimal robust Bayes estimation, Robust Bayesian diagnostics, Robust Bayesian experimental design and estimation for analysis of variance models using a class of normal mixtures, Robust Bayesian sample size determination for avoiding the range of equivalence in clinical trials