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)

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• Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable
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• Bayesian decision criteria in the presence of noises under quadratic and absolute value loss functions
• Consistent and robust Bayes procedures for location based on partial information

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