Optimally robust credible sets with a class of priors

DOI10.1016/J.JSPI.2010.03.015zbMATH Open1191.62039OpenAlexW2021912391MaRDI QIDQ984652FDOQ984652

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

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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)

Cites Work

• Robust Bayesian analysis: sensitivity to the prior
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Title not available (Why is that?)
• Bayesian inference using intervals of measures
• A robust Bayesian interpretation of likelihood regions
• Optimal robust credible sets for contaminated priors
• Optimal robust credible sets for density-bounded priors
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces

Cited In (5)

• Title not available (Why is that?)
• Robustness in Bayesian nonparametrics
• Credible sets in the fixed design model with Brownian motion prior
• Optimal robust credible sets for density-bounded priors
• Title not available (Why is that?)

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