Local sensitivity of posterior expectations

DOI10.1214/aos/1033066205zbMath0853.62026OpenAlexW1973166364MaRDI QIDQ1922402

Paul Gustafson

Publication date: 9 January 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1033066205

zbMATH Keywords

sensitivityrobustnessJeffreys' priorlocal sensitivityprior distributionsFrechet derivativefunctional differentiationposterior expectationsinvariance considerations\(L_ p\)-normclasses of probabilitieschoice of normposterior derivativesprior perturbations

Mathematics Subject Classification ID

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

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