Robust Bayesian experimental designs in normal linear models

DOI10.1214/aos/1176348247zbMath0744.62099OpenAlexW2032709820MaRDI QIDQ1178940

Anirban DasGupta, William J. Studden

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348247

zbMATH Keywords

metricpolynomial regressiongroup decision makingmisspecificationBayes riskcompletely randomized designscanonical normal linear modeldifferent loss structuresfamily of conjugate priorsfamily of priorsfixed priorindependent homoscedastic errorsoptimal robust designsreconciliation of opinions among expertsrobust Bayesian design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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