Infinitesimal sensitivity of posterior distributions

DOI10.2307/3315811zbMath0779.62028OpenAlexW2131356183MaRDI QIDQ4272583

Fabrizio Ruggeri, Larry Alan Wasserman

Publication date: 19 January 1994

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315811

zbMATH Keywords

boundBayesian robustnesspriorsglobal sensitivitylikelihood regionclasses of measureslocal sensitivity of posterior expectationsmost robust regionnorm of the Fréchet derivativeposterior upper expectationrestricted epsilon contamination class

Mathematics Subject Classification ID

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

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Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
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• Density based classes of priors: Infinitesimal properties and approximations
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• Robust bayesian analysis given a lower bound on the probability of a set
• Posterior ranges of functions of parameters under priors with specified quantiles