Bayesian robustness for multiparameter problems

DOI10.1016/0378-3758(94)90132-5zbMATH Open0798.62007OpenAlexW2043661526MaRDI QIDQ1333151FDOQ1333151

Mohan Delampady, Dipak K. Dey

Publication date: 8 November 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)90132-5

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zbMATH Keywords

Bayesian robustnesscurvatureclass of all unimodal spherically symmetric densitiesepsilon contamination classes of prior distributionsnonparametric classes of contaminationsposterior phi-divergencesensitivity of priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric robustness (62G35) Foundations and philosophical topics in statistics (62A01)

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayesian analysis using divergence measures
• Title not available (Why is that?)
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison

Cited In (28)

• Bayesian robustness in bidimensional models: Prior independence. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• Isoseparation and robustness in parametric Bayesian inference
• Block unimodality for multivariate Bayesian robustness
• Bayesian Robustness and Bayesian Nonparametrics
• Bayes robustness via the Kolmogorov metric
• Robust Bayesian analysis using divergence measures
• Belief function and multivalued mapping robustness in statistical estimation
• Title not available (Why is that?)
• Bayesian Robustness of the Posterior Predictivep-Value
• Robust statistics: From classical to Bayesian analysis
• Local sensitivity diagnostics for Bayesian inference
• Title not available (Why is that?)
• A note on the geometry of Bayesian global and local robustness
• On the influence of the prior distribution in image reconstruction
• Bayesian Quadrature Optimization for Probability Threshold Robustness Measure
• Linearization of Bayesian robustness problems
• Bayesian robustness with more than one class of contaminations
• Concentration functions and Bayesian robustness. (With discussion)
• Full robustness in Bayesian modelling of a scale parameter
• Bayesian robustness of the empirical distribution
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Bayesian robustness for multivariate problems
• Title not available (Why is that?)
• Local sensitivity of posterior expectations
• Concentration function and sensitivity to the prior
• Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
• Robust Bayesian diagnostics

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