Bayesian robustness for hierarchical \(\varepsilon\)-contamination models

DOI10.1016/0378-3758(93)90085-KzbMath0787.62032WikidataQ63362852 ScholiaQ63362852MaRDI QIDQ1314487

Elías Moreno, Luís Raúl Pericchi

Publication date: 19 May 1994

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

zbMATH Keywords

hierarchical modelunimodalityscale mixture of normalsrobust Bayesianposterior inferenceepsilon-contaminated classes of priorsfixed hyperparameterslocation-scale family of priorsnormal hypothesis testingquantile constraints

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items

An overview of robust Bayesian analysis. (With discussion), Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors, A simple diagnostic tool for local prior sensitivity, Robust linear static panel data models using \(\varepsilon\)-contamination, Quantile regression for overdispersed count data: a hierarchical method

Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Bayesian inference using intervals of measures
• Robust Bayesian analysis: sensitivity to the prior
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