On Bayesian robustness with the -contamination class of priors

DOI10.1016/0167-7152(95)00027-5MaRDI QIDQ1916154zbMATH OpenOpenAlexFDO

Authors Agata Boratyńska

Publication date 1 September 1996

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

Full work available at URL https://doi.org/10.1016/0167-7152(95)00027-5

zbMATH Keywords

Bayesian robustnessclasses of priorsepsilon-contaminated priorsinfinitesimal robustnessmaximum likelihood estimatormeasure of robustnessposterior distributionstotal variation metric

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 9256
• Bayesian robustness for multiparameter problems
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Cites work

• scientific article; zbMATH DE number 4060407 (Why is no real title available?)
• scientific article; zbMATH DE number 9256 (Why is no real title available?)
• Infinitesimal sensitivity of posterior distributions
• Mass transhipment problems and ideal metrics
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayesian analysis: sensitivity to the prior
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(20)

• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
• Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision
• Robust Bayesian analysis using divergence measures
• Bayesian robustness with more than one class of contaminations
• Bayesian robustness for multiparameter problems
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian robustness of the empirical distribution
• Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
• \(\varepsilon\)-contaminated priors in testing point null hypothesis: A procedure to determine the prior probability
• On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior
• Robust Bayesian diagnostics
• Selecting subsets of distributions of the -contamination class using the conjugate distribution method
• Block unimodality for multivariate Bayesian robustness
• scientific article; zbMATH DE number 9256 (Why is no real title available?)
• Robustness of bayesian factor analysis estimates
• Bayes robustness via the Kolmogorov metric
• scientific article; zbMATH DE number 571972 (Why is no real title available?)
• Bayesian Robustness of the Posterior Predictivep-Value
• scientific article; zbMATH DE number 4197139 (Why is no real title available?)

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