A new approach to default priors and robust bayes methodology

DOI10.2307/3316039zbMath1005.62021OpenAlexW2059366338MaRDI QIDQ4529334

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

Publication date: 2 July 2002

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

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

zbMATH Keywords

correlationFisher informationsquared error lossmaximum likelihood estimatorrobust estimationBayesian estimatorGaussian tilting

Mathematics Subject Classification ID

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

Related Items

Correlation in a Bayesian framework, The interplay of Bayesian and frequentist analysis, Calibrating the prior distribution for a normal model with conjugate prior

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