A new approach to default priors and robust bayes methodology

DOI10.2307/3316039MaRDI QIDQ4529334zbMATH OpenOpenAlexFDO

Authors Mohan Delampady, Anirban DasGupta, George Casella, William E. Strawderman, Herman Rubin

Publication date 2 July 2002

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

Full work available at URL https://doi.org/10.2307/3316039

zbMATH Keywords

correlationrobust estimationmaximum likelihood estimatorFisher informationsquared error lossBayesian estimatorGaussian tilting

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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Cites work

• scientific article; zbMATH DE number 3866369 (Why is no real title available?)
• scientific article; zbMATH DE number 3179083 (Why is no real title available?)
• scientific article; zbMATH DE number 222644 (Why is no real title available?)
• An overview of robust Bayesian analysis. (With discussion)
• Correlation in a Bayesian framework
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Noninformative Priors and Nuisance Parameters
• On Asymptotic Minimax Estimates of the Second Order
• On Priors Providing Frequentist Validity for Bayesian Inference
• Robust Estimation of a Location Parameter
• The Selection of Prior Distributions by Formal Rules
• Why Isn't Everyone a Bayesian?

Cited in

(8)

• Calibrating the prior distribution for a normal model with conjugate prior
• Default prior distributions from quasi- and quasi-profile likelihoods
• Evaluating default priors with a generalization of Eaton's Markov chain
• A decision-theoretical view of default priors
• Correlation in a Bayesian framework
• The interplay of Bayesian and frequentist analysis
• On default priors and approximate location models
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates

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