Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution

DOI10.1016/0167-7152(87)90090-3zbMath0678.62013OpenAlexW2027333706MaRDI QIDQ1124235

James C. Spall, John L. Maryak

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90090-3

zbMATH Keywords

weak consistencychoice of prior distributionposterior robustnessstable estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (1)

Weak convergence and the exponential rate of concentration for posterior density functions

Cites Work

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• Deriving posterior distributions for a location parameter: A decision theoretic approach
• On a fundamental optimality of the maximum likelihood estimator
• Asymptotic normality of the posterior distribution for exponential models
• The influence of the sample on the posterior distribution
• Approximate Bayesian Predictive Distributions and Model Selection
• Approximate Posterior Distributions
• Asymptotic Expansions Associated with Posterior Distributions

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