Robust Bayes decision procedures: gross error in the data distribution

DOI10.1214/AOS/1176349543MaRDI QIDQ1066580zbMATH OpenOpenAlexFDO

Authors Yaacov Ritov

Publication date 1985

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

Full work available at URL https://doi.org/10.1214/aos/1176349543

zbMATH Keywords

biasprior riskrobust Bayes

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Publication:4735908
• scientific article; zbMATH DE number 3960738
• On the relation between robust and Bayesian decision making
• scientific article; zbMATH DE number 1522723
• Robust Bayes and empirical Bayes analysis with -contaminated priors

Cited in

(12)

• Consistent and robust Bayes procedures for location based on partial information
• Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable
• Convex Bayes decision theory
• Numerical Specification of Discrete Least Favorable Prior Distributions
• Simultaneously least favorable experiments
• scientific article; zbMATH DE number 4123039 (Why is no real title available?)
• scientific article; zbMATH DE number 597914 (Why is no real title available?)
• Bayes decision problems and stability.
• scientific article; zbMATH DE number 3923849 (Why is no real title available?)
• Bayesian robustness of the empirical distribution
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Bayesian decision criteria in the presence of noises under quadratic and absolute value loss functions

This page was built for publication: Robust Bayes decision procedures: gross error in the data distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1066580)