Concentration function and sensitivity to the prior

DOI10.1007/BF02589116MaRDI QIDQ3598339zbMATH OpenOpenAlexFDO

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

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)

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• An overview of robust Bayesian analysis. (With discussion)
• Concentration functions and Bayesian robustness. (With discussion)
• Information About Hyperparamters in Hierarchical Models
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust Bayesian analysis under generalized moments conditions
• Robust Bayesian analysis: sensitivity to the prior
• Statistical decision theory and Bayesian analysis. 2nd ed
• The General Moment Problem, A Geometric Approach

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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