Optimal robust credible sets for contaminated priors

DOI10.1016/0167-7152(93)90032-EzbMath0791.62030OpenAlexW2033862111WikidataQ56941432 ScholiaQ56941432MaRDI QIDQ1324576

L. Mark Berliner, Siva Sivaganesan, James O. Berger

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90032-e

zbMATH Keywords

posterior probabilityrobust Bayesian analysisarbitrary contaminationsepsilon-contamination classesoptimal robust credible set

Mathematics Subject Classification ID

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

Related Items

An overview of robust Bayesian analysis. (With discussion), Optimal robust credible sets for density-bounded priors, Optimally robust credible sets with a class of priors

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Robust Bayesian analysis: sensitivity to the prior
• A robust Bayesian interpretation of likelihood regions