A new approach to default priors and robust bayes methodology

DOI10.2307/3316039zbMATH Open1005.62021OpenAlexW2059366338MaRDI QIDQ4529334FDOQ4529334

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

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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)

Cites Work

• Robust Estimation of a Location Parameter
• The Selection of Prior Distributions by Formal Rules
• An overview of robust Bayesian analysis. (With discussion)
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Jeffreys' prior is asymptotically least favorable under entropy risk
• On Priors Providing Frequentist Validity for Bayesian Inference
• Title not available (Why is that?)
• Title not available (Why is that?)
• Why Isn't Everyone a Bayesian?
• Noninformative Priors and Nuisance Parameters
• On Asymptotic Minimax Estimates of the Second Order
• Title not available (Why is that?)
• Correlation in a Bayesian framework

Cited In (8)

• 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
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
• On default priors and approximate location models
• Calibrating the prior distribution for a normal model with conjugate prior

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