Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors

DOI10.1016/S0378-3758(97)00065-7MaRDI QIDQ1378769zbMATH OpenOpenAlexFDO

Authors Ying-Hsing Liu, Ming-Chung Yang

Publication date 17 October 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(97)00065-7

zbMATH Keywords

exchangeabilityposterior expected lossweighted squared error loss

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Bayesian inference using intervals of measures
• Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
• Bayesian robustness for multiparameter problems
• Bayesian robustness with more than one class of contaminations
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• scientific article; zbMATH DE number 571972 (Why is no real title available?)
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• Infinitesimal sensitivity of posterior distributions
• Mixture of Distributions
• Ranges of posterior measures for priors with unimodal contaminations
• Ranges of Posterior Probabilities for Quasiunimodal Priors With Specified Quantiles
• Ranges of posterior probability over a distribution band
• Representation Theorems for Distribution Functions
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust Bayesian analysis under generalized moments conditions
• Robust Bayesian analysis: sensitivity to the prior
• Sets of Posterior Means with Bounded Variance Priors

Cited in

(2)

• Robust Bayesian analysis with partially exchangeable priors
• Robustness of the posterior mean in normal hierarchical models

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