Bayesian robustness on constrained density band classes

DOI10.1007/BF02562625MaRDI QIDQ1372574zbMATH OpenFDO

Authors Marco Perone-Pacifico, Gabriella Salinetti, Luca Tardella

Publication date 17 November 1997

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02562625

zbMATH Keywords

Bayesian robustnessdensity band classfractional optimizationlinear constrained optimizationNeyman and Pearson lemma

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian robustness in bidimensional models: Prior independence. (With discussion)
• Bayesian robustness on constrained density band classes
• scientific article; zbMATH DE number 3850851 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• Prior assessments for bands of probability measures: Empirical Bayes analysis
• Ranges of posterior measures for priors with unimodal contaminations
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood

Cited in

(11)

• Invariance properties of density ratio priors
• A note on the geometry of Bayesian global and local robustness
• Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)
• Bayesian robustness with mixture classes of priors
• Prior assessments for bands of probability measures: Empirical Bayes analysis
• Bayesian robustness on constrained density band classes
• Computing posterior upper expectations
• On smoothness constraints with shape constraints in a robust Bayesian analysis
• A robust bayesian lower limit for the expected number of unobserved classes
• Deriving robust Bayesian premiums under bands of prior distributions with applications
• scientific article; zbMATH DE number 845891 (Why is no real title available?)

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