A note on the geometry of Bayesian global and local robustness
From MaRDI portal
Publication:1299472
DOI10.1016/S0378-3758(97)00125-0zbMath0953.62022MaRDI QIDQ1299472
Luca Tardella, Marco Perone-Pacifico, Gabriella Salinetti
Publication date: 23 August 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Bayesian robustness; linearization technique; Gateaux derivative; fractional optimization; most robust priors
62G35: Nonparametric robustness
62F15: Bayesian inference
62F35: Robustness and adaptive procedures (parametric inference)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the consistency of Bayes estimates
- Linearization of Bayesian robustness problems
- An overview of robust Bayesian analysis. (With discussion)
- Bayesian robustness on constrained density band classes
- Density based classes of priors: Infinitesimal properties and approximations
- Local sensitivity of posterior expectations
- Posterior sensitivity to the sampling distribution and the prior: More than one observation