Optimally robust credible sets with a class of priors
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Publication:984652
DOI10.1016/j.jspi.2010.03.015zbMath1191.62039OpenAlexW2021912391MaRDI QIDQ984652
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
maximum likelihoodBayesian robustness\(\varepsilon \)-contaminated classdensity bounded classdensity-ratio classminimum likelihood
Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)
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Cites Work
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- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- 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 Bayesian analysis: sensitivity to the prior
- A robust Bayesian interpretation of likelihood regions
- An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
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