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

DOI10.1016/0378-3758(94)90126-0MaRDI QIDQ1333145zbMATH OpenOpenAlexWikidataFDO

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

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

Cites work

• Accurate and stable Bayesian model selection: the median intrinsic Bayes factor.
• An omnibus test for normality for small samples
• Approximate Bayesian Predictive Distributions and Model Selection
• Approximate Posterior Distributions
• Do robust estimators work with real data?
• scientific article; zbMATH DE number 3814760 (Why is no real title available?)
• scientific article; zbMATH DE number 4098505 (Why is no real title available?)
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• Posterior probabilities for choosing a regression model
• Robust Bayesian analysis: sensitivity to the prior
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• Statistical decision theory and Bayesian analysis. 2nd ed
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence

Cited in

(5)

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

This page was built for publication: Posterior robustness with more than one sampling model. (With discussion)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1333145)