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A note on the geometry of Bayesian global and local robustness

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Publication:1299472
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DOI10.1016/S0378-3758(97)00125-0zbMath0953.62022MaRDI QIDQ1299472

Marco Perone-Pacifico, Gabriella Salinetti, Luca Tardella

Publication date: 23 August 1999

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


zbMATH Keywords

Bayesian robustnesslinearization techniqueGateaux derivativefractional optimizationmost robust priors


Mathematics Subject Classification ID

Nonparametric robustness (62G35) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)




Cites Work

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  • On the consistency of Bayes estimates
  • Linearization of Bayesian robustness problems
  • An overview of robust Bayesian analysis. (With discussion)
  • Bayesian robustness on constrained density band classes
  • Density based classes of priors: Infinitesimal properties and approximations
  • Local sensitivity of posterior expectations
  • Posterior sensitivity to the sampling distribution and the prior: More than one observation
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