Posterior robustness with more than one sampling model. (With discussion)

DOI10.1016/0378-3758(94)90126-0zbMATH Open0925.62106OpenAlexW2062412917WikidataQ58867948 ScholiaQ58867948MaRDI QIDQ1333145FDOQ1333145

Authors: Luis Pericchi, María-Eglée Pérez 

Publication date: 8 November 1999

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)90126-0

Mathematics Subject Classification ID

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

Cites Work

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• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• Approximate Bayesian Predictive Distributions and Model Selection
• An omnibus test for normality for small samples

Cited In (5)

• Bayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorial
• An overview of robust Bayesian analysis. (With discussion)
• Computing posterior upper expectations
• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• Robust likelihood functions in Bayesian inference

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