A likelihood based robust Bayesian summary

DOI10.1016/S0167-7152(98)00206-5zbMath0930.62026OpenAlexW2091111429MaRDI QIDQ1284579

Siva Sivaganesan

Publication date: 13 February 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00206-5

zbMATH Keywords

likelihoodBayesian robustnesse

Mathematics Subject Classification ID

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

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Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries, Bayesian learning for a class of priors with prescribed marginals

Cites Work

• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Linearization of Bayesian robustness problems
• Bayesian robustness in bidimensional models: Prior independence. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• A robust Bayesian interpretation of likelihood regions
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Bayesian Inference with Specified Prior Marginals
• Computing Bounds on Expectations
• Robust Bayesian analysis of the binomial empirical Bayes problem