Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison

DOI10.1016/0378-3758(91)90084-RMaRDI QIDQ753337zbMATH OpenOpenAlexWikidataFDO

Authors Siva Sivaganesan

Publication date 1991

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(91)90084-r

zbMATH Keywords

sensitivityrobustnessposterior meanepsilon-contamination classposterior estimatorsposterior mean squared errorposterior medianposterior modePrior uncertaintyunimodal prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 4159869 (Why is no real title available?)
• scientific article; zbMATH DE number 3934086 (Why is no real title available?)
• scientific article; zbMATH DE number 469328 (Why is no real title available?)
• scientific article; zbMATH DE number 4123038 (Why is no real title available?)
• Bayesian inference using intervals of measures
• Range of posterior measures for priors with arbitrary contaminations
• Ranges of Posterior Probabilities for Quasiunimodal Priors With Specified Quantiles
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust Bayesian experimental designs in normal linear models
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
• Statistical decision theory and Bayesian analysis. 2nd ed
• The General Moment Problem, A Geometric Approach

Cited in

(8)

• Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs
• Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries
• Bayesian robustness in bidimensional models: Prior independence. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian data fusion: Probabilistic sensitivity analysis for unmeasured confounding using informative priors based on secondary data
• Bayesian robustness for multiparameter problems
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
• Analysis and comparison of Bayesian methods for measurement uncertainty evaluation

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