Bayesian robustness of credible regions in the presence of nuisance parameters

DOI10.1080/03610929408831280MaRDI QIDQ4843754zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• A robust Bayesian interpretation of likelihood regions
• Bayesian Inference with Specified Prior Marginals
• Range of posterior measures for priors with arbitrary contaminations
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust Bayesian analysis: sensitivity to the prior
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles

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

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