Ranges of posterior measures for priors with unimodal contaminations

DOI10.1214/AOS/1176347148zbMATH Open0724.62032OpenAlexW2094492456MaRDI QIDQ758036FDOQ758036

Authors: James O. Berger, Siva Sivaganesan 

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347148

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zbMATH Keywords

Bayesian robustnessposterior varianceposterior meanposterior probabilityepsilon-contamination classes of priorsnormal density functionssymmetric unimodal distributionsunimodal distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

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• A model of prior ignorance for inferences in the one-parameter exponential family
• Optimal actions in problems with convex loss functions
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• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
• Robust Bayesian monitoring of sequential trials
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• Robust Bayesian hypothesis testing in the presence of nuisance parameters
• On ε-contaminated priors with quantile and piece-wise unimodality constraints
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach
• Infinitesimal sensitivity of posterior distributions
• Global Bayesian robustness for some classes of prior distributions
• Prior assessments for bands of probability measures: Empirical Bayes analysis
• On Bayesian robustness with the \(\varepsilon\)-contamination class of priors
• Bayesian robustness of credible regions in the presence of nuisance parameters
• \(\varepsilon\)-contaminated priors in testing point null hypothesis: A procedure to determine the prior probability
• Robust Bayesian analysis of the binomial empirical Bayes problem
• A Bayesian analysis for the homogeneity testing problem using \(\varepsilon \)-contaminated priors
• The equivalence of Bayes and robust Bayes estimators for various loss functions
• Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
• Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
• \(\varepsilon\)-contaminated priors in contingency tables
• Robust Bayesian diagnostics

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