Robust Bayesian analysis of selection models

DOI10.1214/aos/1028144852zbMath0929.62058OpenAlexW2019499744MaRDI QIDQ1807085

M. J. Bayarri, James O. Berger

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144852

zbMATH Keywords

weighted distributionposterior boundsrobust Bayesvariation diminishing transformationsclasses of weight functions

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items

Choice Between Weibull and Lognormal Models: A Simulation Based Bayesian Study, Bayesian Inference Is Unaffected by Selection: Fact or Fiction?, An overview of robust Bayesian analysis. (With discussion), Bayesian model learning based on predictive entropy, Bayes Analysis of a Three-Parameter Pareto Distribution via Sample Based Approaches, On a class of prior distributions that accounts for uncertainty in the data, A Bayes Study on the Feasibility of Shape and Threshold Parameters Based on the Assumption of Exponential and Weibull Models, Bayesian inference in a sample selection model, Bayesian likelihood robustness in linear models

Cites Work

• Bayesian inference using intervals of measures
• Linearization of Bayesian robustness problems
• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis: sensitivity to the prior
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications
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