Robust Bayesian choice

DOI10.1016/J.MATHSOCSCI.2023.10.002MaRDI QIDQ6125931zbMATH OpenOpenAlexFDO

Authors Lorenzo Stanca

Publication date 9 April 2024

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2023.10.002

zbMATH Keywords

ambiguityprior selectionriskrobust statisticsrobustnessuncertainty

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

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Cited in

(2)

• Likelihood distortion and Bayesian local robustness
• Affine Gateaux differentials and the von Mises statistical calculus

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