Stability of Bayesian inference in exponential families

DOI10.1016/S0167-7152(97)00060-6zbMath0893.62017MaRDI QIDQ1382241

Agata Boratyńska

Publication date: 17 August 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

robust Bayesian estimationBayes estimatorsone-parameter exponential familyclasses of priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (9)

Robust Bayesian Pitman closeness ⋮ Optimal rules and robust Bayes estimation of a gamma scale parameter ⋮ Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function ⋮ A model of prior ignorance for inferences in the one-parameter exponential family ⋮ Imprecision and prior-data conflict in generalized Bayesian inference ⋮ Bayesian and robust Bayesian analysis under a general class of balanced loss functions ⋮ Robust Bayes Estimation ⋮ Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function ⋮ Most stable sample size determination in clinical trials

Cites Work

• Natural exponential families with quadratic variance functions
• An overview of robust Bayesian analysis. (With discussion)
• Conditional ¡-minimax actions under convex losses
• Stability and conditional Γ-minimaxity in Bayesian inference
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