Sensitivity analysis in statistical decision theory: A decision analytic view

DOI10.1080/00949659708811808MaRDI QIDQ4347049zbMATH OpenOpenAlexFDO

Authors David Ríos Insua, Simon French, Jacinto Martín, L. G. Proll, A. Salhi

Publication date 5 August 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659708811808

zbMATH Keywords

classes of priorsclasses of utilitiesimprecision in judgementsperturbationsprior distributionsensitivity analysisutility function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)

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Cites work

• A framework for sensitivity analysis in discrete multi-objective decision-making
• An overview of robust Bayesian analysis. (With discussion)
• Infinitesimal sensitivity of posterior distributions
• Mathematical programming and the sensitivity of multi-criteria decisions
• On the consistency of Bayes estimates
• Robustness issues under imprecise beliefs and preferences
• Sensitivity analysis in multiobjective decision making
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(13)

• A framework for sensitivity analysis in discrete multi-objective decision-making
• Inference duality as a basis for sensitivity analysis
• Joint sensitivity in Bayesian decision theory
• Modelling, making inferences and making decisions: The roles of sensitivity analysis
• Probabilistic sensitivity measures as information value
• A behavioural justification for using sensitivity analysis in imprecise multinomial processes
• A sensitivity analysis algorithm for hierarchical decision models
• Curling's paradox
• Improving an optimization-based framework for sensitivity analysis in multi-criteria decision-making
• Sensitivity analysis in statistical processes
• scientific article; zbMATH DE number 1360761 (Why is no real title available?)
• When is a sensitivity parameter exactly that?
• Bayesian robustness for decision making problems: applications in medical contexts

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