Stability and infinitesimal robustness of posterior distributions and posterior quantities

DOI10.1016/S0378-3758(98)00090-1zbMath0938.62029OpenAlexW1984197765WikidataQ126590662 ScholiaQ126590662MaRDI QIDQ1299438

Sanjib Basu, Wei Liu, Sreenivasa Rao Jammalamadaka

Publication date: 17 February 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00090-1

zbMATH Keywords

stabilityweak convergenceprobability metricsLipschitz conditionBayes riskposterior robustnessinfinitesimal sensitivity

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

An overview of robust Bayesian analysis. (With discussion) ⋮ Qualitative Robustness in Bayesian Inference ⋮ Uniform stability of posteriors ⋮ Stability and infinitesimal robustness of posterior distributions and posterior quantities

Cites Work

• On the consistency of Bayes estimates
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• An overview of robust Bayesian analysis. (With discussion)
• A Bayesian Approach to Density Estimation
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• A General Qualitative Definition of Robustness
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