Joint sensitivity in Bayesian decision theory

DOI10.1007/BF02595818zbMath1039.62004MaRDI QIDQ1423864

David Ríos Insua, Fabrizio Ruggeri, Jacinto Martín

Publication date: 7 March 2004

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisFréchet derivativedominancedecision analysisclass of priorsclass of utilities

Mathematics Subject Classification ID

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

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Cites Work

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• On the consistency of Bayes estimates
• Robustness issues under imprecise beliefs and preferences
• An overview of robust Bayesian analysis. (With discussion)
• Local sensitivity diagnostics for Bayesian inference
• Posterior ranges of functions of parameters under priors with specified quantiles
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Infinitesimal sensitivity of posterior distributions
• Sensitivity analysis in statistical decision theory: A decision analytic view

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