scientific article; zbMATH DE number 5251000

MaRDI QIDQ5450016zbMATHFDO

Authors Alexey Yu. Kharin, Pavel A. Shlyk

Publication date 19 March 2008

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Nonparametric robustness (62G35) Inference from stochastic processes and prediction (62M20)

Recommendations

• Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric
• Robust Bayesian prediction under distortions of prior and conditional distributions
• Bayesian robustness for multivariate problems
• Bayesian robustness for multiparameter problems
• Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
• Bayesian prediction under a class of multivariate distributions
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces

Cited in

(4)

• Robust Bayesian prediction under distortions of prior and conditional distributions
• On minimax robustness of Bayesian statistical prediction
• Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric
• Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5450016)