Robust Bayesian analysis with partially exchangeable priors

DOI10.1016/S0378-3758(01)00174-4MaRDI QIDQ1600696zbMATH OpenOpenAlexWikidataFDO

Authors Dal Ho Kim, Malay Ghosh

Publication date 16 June 2002

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

Full work available at URL https://doi.org/10.1016/s0378-3758(01)00174-4

zbMATH Keywords

model averagingmultiple shrinkagepartial exchangeabilityrobust Bayesianscale mixtures of normals

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• A Bayesian Method for Combining Results from Several Binomial Experiments
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• Bayesian methodology for combining the results from different experiments when the specifications for pooling are uncertain
• Combining Minimax Shrinkage Estimators
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• Multivariate stable distributions
• Posterior expectations for large observations
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• Small area estimation: an appraisal. With comments and a rejoinder by the authors
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Cited in

(3)

• Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
• Inference for mixtures
• Robust hierarchical Bayes estimation of exchangeable means

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