Robust Bayesian analysis under generalized moments conditions

DOI10.1016/0378-3758(94)90022-1zbMath0803.62021OpenAlexW1974593581WikidataQ126310973 ScholiaQ126310973MaRDI QIDQ1338370

Fabrizio Ruggeri, Bruno Betrò, Marek Mȩczarski

Publication date: 18 December 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)90022-1

zbMATH Keywords

marginal distributionsBayesian robustnessset of extreme pointsclasses of priorsgeneralized moments conditionsposterior functionals

Mathematics Subject Classification ID

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

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Cites Work

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• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Robust Bayesian analysis: sensitivity to the prior
• Posterior ranges of functions of parameters under priors with specified quantiles
• Extreme Points of Moment Sets

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