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

DOI10.1016/0378-3758(91)90084-RzbMATH Open0716.62035OpenAlexW2048225148WikidataQ126438776 ScholiaQ126438776MaRDI QIDQ753337FDOQ753337

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

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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)

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Ranges of posterior measures for priors with unimodal contaminations
• Title not available (Why is that?)
• The General Moment Problem, A Geometric Approach
• Range of posterior measures for priors with arbitrary contaminations
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Title not available (Why is that?)
• Bayesian inference using intervals of measures
• Robust Bayesian experimental designs in normal linear models
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• Title not available (Why is that?)
• Ranges of Posterior Probabilities for Quasiunimodal Priors With Specified Quantiles
• Title not available (Why is that?)
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison

Cited In (8)

• Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs
• 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
• Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries

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