Asymptotics in Bayesian decision theory with applications to global robustness

DOI10.1016/J.JMVA.2004.07.001zbMATH Open1065.62004OpenAlexW2029609910MaRDI QIDQ558055FDOQ558055

Authors: Christophe Abraham 

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.07.001

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zbMATH Keywords

Bayesian robustnessAsymptotic rate of convergenceClasses of loss functionsClasses of priorsMisspecified models

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Asymptotic Statistics
• Maximum Likelihood Estimation of Misspecified Models
• Variational Analysis
• Robust Bayesian analysis
• On Bayes procedures
• Global and local robustness approaches: uses and limitations
• Title not available (Why is that?)
• Consistency a Posteriori
• On a global sensitivity measure for Bayesian inference
• Bayesian inference using intervals of measures
• Asymptotic global robustness in Bayesian decision theory
• Issues in Bayesian loss robustness
• Bayesian robustness with mixture classes of priors
• The asymptotic equivalence of Bayes and maximum likelihood estimation
• Analytic approximation of the interval of Bayes actions derived from a class of loss functions
• Global robustness with respect to the loss function and the prior
• Asymptotic properties of posterior distributions derived from misspecified models
• On Bayes estimates
• The Bayesian Choice of Crop Variety and Fertilizer Dose
• Asymptotic properties of posterior distributions
• Asymptotic limit of the Bayes actions set derived from a class of loss functions

Cited In (7)

• Asymptotic limit of the Bayes actions set derived from a class of loss functions
• Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
• Bayesian likelihood robustness in linear models
• Asymptotic global robustness in Bayesian decision theory
• Regret minimization, willingness-to-accept-losses and framing
• Title not available (Why is that?)
• Title not available (Why is that?)

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