Decomposing posterior variance

DOI10.1016/S0378-3758(02)00491-3zbMATH Open1032.62024OpenAlexW1982958872MaRDI QIDQ1417812FDOQ1417812

Paul Gustafson, Bertrand S. Clarke

Publication date: 6 January 2004

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(02)00491-3

zbMATH Keywords

Bayesian robustnessStandard errorModel averagingPrior sensitivity

Mathematics Subject Classification ID

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

Cites Work

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• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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• Bayes Factors
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• Robust Bayesian analysis
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Case-Control Analysis with Partial Knowledge of Exposure Misclassification Probabilities
• Inference after variable selection in linear regression models
• Simultaneous Inference and the Choice of Variable Subsets in Multiple Regression

Cited In (5)

• Bayesian quantile regression with mixed discrete and nonignorable missing covariates
• Model uncertainty and policy evaluation: some theory and empirics
• Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
• Using prior expansions for prior-data conflict checking
• Bias-variance trade-off for prequential model list selection

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