Optimally robust credible sets with a class of priors

DOI10.1016/J.JSPI.2010.03.015MaRDI QIDQ984652zbMATH OpenOpenAlexFDO

Authors Sudip Bose

Publication date 20 July 2010

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

Full work available at URL https://doi.org/10.1016/j.jspi.2010.03.015

zbMATH Keywords

maximum likelihoodBayesian robustness\(\varepsilon \)-contaminated classdensity bounded classdensity-ratio classminimum likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Recommendations

• Optimal robust credible sets for contaminated priors
• Optimal robust credible sets for density-bounded priors
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• Optimal robust Bayes estimation
• Bayesian robustness with more than one class of contaminations

Cites work

• scientific article; zbMATH DE number 3054843 (Why is no real title available?)
• A robust Bayesian interpretation of likelihood regions
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Bayesian inference using intervals of measures
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Optimal robust credible sets for contaminated priors
• Optimal robust credible sets for density-bounded priors
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Robust Bayesian analysis: sensitivity to the prior

Cited in

(5)

• scientific article; zbMATH DE number 788279 (Why is no real title available?)
• Robustness in Bayesian nonparametrics
• scientific article; zbMATH DE number 426234 (Why is no real title available?)
• Credible sets in the fixed design model with Brownian motion prior
• Optimal robust credible sets for density-bounded priors

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