Bayesian robustness of credible regions in the presence of nuisance parameters

DOI10.1080/03610929408831280zbMATH Open0825.62112OpenAlexW2011298168MaRDI QIDQ4843754FDOQ4843754

Authors: Julián de la Horra, Carmen Fernández 

Publication date: 17 August 1995

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831280

Recommendations

• Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision
• Optimal robust credible sets for density-bounded priors
• Optimal robust credible sets for contaminated priors
• A robust Bayesian interpretation of likelihood regions
• scientific article; zbMATH DE number 769867

zbMATH Keywords

nuisance parameter\(\in\)-contamined priorshighest likelihood regionsrobustenss

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Robust Bayesian analysis: sensitivity to the prior
• Ranges of posterior measures for priors with unimodal contaminations
• Range of posterior measures for priors with arbitrary contaminations
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Bayesian Inference with Specified Prior Marginals
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• A robust Bayesian interpretation of likelihood regions

Cited In (4)

• An overview of robust Bayesian analysis. (With discussion)
• A robust Bayesian interpretation of likelihood regions
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
• A simple diagnostic tool for local prior sensitivity

This page was built for publication: Bayesian robustness of credible regions in the presence of nuisance parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4843754)