An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces

DOI10.2307/2290584zbMath0738.62031MaRDI QIDQ3981139

Michael Lavine

Publication date: 26 June 1992

Full work available at URL: https://doi.org/10.2307/2290584

zbMATH Keywords

clinical trial; Bayesian robustness; joint density; Bayesian sensitivity; epsilon contamination; nonlinear optimization problem; density-ratio class; classes of priors; multiparameter situations; robust Bayes analysis; quantile class; density-bounded class; product of marginal and conditional densities; sequence of linear optimizations; tight bounds for the posterior expectation

Mathematics Subject Classification ID

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

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