Asymptotics in Bayesian decision theory with applications to global robustness

DOI10.1016/J.JMVA.2004.07.001MaRDI QIDQ558055zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3063387 (Why is no real title available?)
• Analytic approximation of the interval of Bayes actions derived from a class of loss functions
• Asymptotic Statistics
• Asymptotic global robustness in Bayesian decision theory
• Asymptotic limit of the Bayes actions set derived from a class of loss functions
• Asymptotic properties of posterior distributions
• Asymptotic properties of posterior distributions derived from misspecified models
• Bayesian inference using intervals of measures
• Bayesian robustness with mixture classes of priors
• Consistency a Posteriori
• Global and local robustness approaches: uses and limitations
• Global robustness with respect to the loss function and the prior
• Issues in Bayesian loss robustness
• Maximum Likelihood Estimation of Misspecified Models
• On Bayes estimates
• On Bayes procedures
• On a global sensitivity measure for Bayesian inference
• Robust Bayesian analysis
• The Bayesian Choice of Crop Variety and Fertilizer Dose
• The asymptotic equivalence of Bayes and maximum likelihood estimation
• Variational Analysis

Cited in

(7)

• Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
• Asymptotic limit of the Bayes actions set derived from a class of loss functions
• Bayesian likelihood robustness in linear models
• Asymptotic global robustness in Bayesian decision theory
• Regret minimization, willingness-to-accept-losses and framing
• scientific article; zbMATH DE number 2155054 (Why is no real title available?)
• scientific article; zbMATH DE number 3960738 (Why is no real title available?)

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