Bayesian robustness for multiparameter problems

DOI10.1016/0378-3758(94)90132-5MaRDI QIDQ1333151zbMATHOpenAlexFDO

Authors 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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 9256 (Why is no real title available?)
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Robust Bayesian analysis using divergence measures
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(37)

• Robustness in Bayesian nonparametrics
• Belief function and multivalued mapping robustness in statistical estimation
• A characterization of Bayesian robustness for a normal location parameter
• Robust Bayesian analysis using divergence measures
• Bayesian robustness under a skew-normal class of prior distribution
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Bayesian robustness with more than one class of contaminations
• Concentration functions and Bayesian robustness. (With discussion)
• scientific article; zbMATH DE number 5251000 (Why is no real title available?)
• Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
• scientific article; zbMATH DE number 3854205 (Why is no real title available?)
• Full robustness in Bayesian modelling of a scale parameter
• On a new class of multivariate prior distributions: theory and application in reliability
• Isoseparation and robustness in parametric Bayesian inference
• Concentration function and sensitivity to the prior
• A note on the geometry of Bayesian global and local robustness
• scientific article; zbMATH DE number 5899331 (Why is no real title available?)
• Global Bayesian robustness for some classes of prior distributions
• Bayesian Robustness of the Posterior Predictivep-Value
• On the influence of the prior distribution in image reconstruction
• Bayesian sensitivity analysis with the Fisher-Rao metric
• Qualitative robustness in Bayesian inference
• Bayesian Quadrature Optimization for Probability Threshold Robustness Measure
• Bayesian robustness for multivariate problems
• Robust statistics: From classical to Bayesian analysis
• Selecting subsets of distributions of the \(\varepsilon\)-contamination class using the conjugate distribution method
• Block unimodality for multivariate Bayesian robustness
• New classes of priors based on stochastic orders and distortion functions
• Robust Bayesian diagnostics
• Linearization of Bayesian robustness problems
• Local sensitivity of posterior expectations
• An overview of robust Bayesian analysis. (With discussion)
• Local sensitivity diagnostics for Bayesian inference
• Bayes robustness via the Kolmogorov metric
• Bayesian robustness in bidimensional models: Prior independence. (With discussion)
• Bayesian Robustness and Bayesian Nonparametrics
• Bayesian robustness of the empirical distribution

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