Bayesian robustness with more than one class of contaminations

DOI10.1016/0378-3758(94)90119-8zbMath0816.62028OpenAlexW2038536658MaRDI QIDQ1333138

Sudip Bose

Publication date: 2 July 1995

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

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90119-8

zbMATH Keywords

sensitivityquantilesBayesian robustnesspartial prior informationepsilon-contaminationextremes of posterior expectationslocal contaminationsneighborhood classesnon-local contaminationsprior information of graded precision

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01)

Related Items (4)

An overview of robust Bayesian analysis. (With discussion) ⋮ Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors ⋮ Bayes/frequentist compromise decision rules for Gaussian sampling. ⋮ On the influence of the prior distribution in image reconstruction

Cites Work

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• Robust Bayesian analysis: sensitivity to the prior
• Bayes' theorem for Choquet capacities
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• The Existence of Probability Measures with Given Marginals
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles

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