Concentration function and sensitivity to the prior

DOI10.1007/BF02589116zbMATH Open1446.62092OpenAlexW2086901468MaRDI QIDQ3598339FDOQ3598339

Authors: S. Fortini, Fabrizio Ruggeri 

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589116

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zbMATH Keywords

Bayesian robustnessconcentration function\(\epsilon \)-contaminationsGini's area of concentrationPietra's index

Mathematics Subject Classification ID

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

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis: sensitivity to the prior
• The General Moment Problem, A Geometric Approach
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• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
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• Information About Hyperparamters in Hierarchical Models
• Robust Bayesian analysis under generalized moments conditions
• Concentration functions and Bayesian robustness. (With discussion)
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• Title not available (Why is that?)

Cited In (3)

• Robust Bayesian analysis using divergence measures
• Concentration functions and Bayesian robustness. (With discussion)
• A concentration approach to sensitivity studies in statistical estimation problems

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