Concentration functions and Bayesian robustness. (With discussion)

DOI10.1016/0378-3758(94)90121-XMaRDI QIDQ1333140zbMATH OpenOpenAlexFDO

Authors S. Fortini, Fabrizio Ruggeri

Publication date 13 October 1994

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)90121-x

zbMATH Keywords

Bayesian robustnesscomparing probability measuresconcentration functionepsilon contaminationsextremal measuresLorenz curvemixtures of probability measuresneighbourhood classes of probability measuresposterior robustnessprior and posterior expectationsrepresentation theorems

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Bayes' theorem for Choquet capacities
• Bayesian inference using intervals of measures
• Density based classes of priors: Infinitesimal properties and approximations
• scientific article; zbMATH DE number 4056775 (Why is no real title available?)
• scientific article; zbMATH DE number 168795 (Why is no real title available?)
• scientific article; zbMATH DE number 3219970 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• On solutions of minimax test problems for special capacities
• On the Huber-Strassen theorem
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayesian analysis: sensitivity to the prior
• Statistical decision theory and Bayesian analysis. 2nd ed
• Symmetric upper probabilities

Cited in

(13)

• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis given priors on partition sets
• Symmetric, coherent, Choquet capacities
• On the definition of a concentration function relevant to the ROC curve
• Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
• Concentration function and sensitivity to the prior
• Bayesian Forecasting for Accident Proneness Evaluation
• scientific article; zbMATH DE number 894873 (Why is no real title available?)
• scientific article; zbMATH DE number 1417915 (Why is no real title available?)
• Partial order of concentration about a position for comparing Bayesian prior densities
• A concentration approach to sensitivity studies in statistical estimation problems
• On the Use of the Concentration Function in Bayesian Robustness
• Data analysis using the concentration function

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