Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision

DOI10.1016/0378-3758(92)00152-TzbMath0805.62032OpenAlexW2107368103MaRDI QIDQ1329683

Julián de la Horra, Carmen Fernández

Publication date: 6 February 1995

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

Full work available at URL: https://doi.org/10.1016/0378-3758(92)00152-t

zbMATH Keywords

robustnessprecisionepsilon-contaminated priorshighest likelihood regionhighest posterior density regionsmost robust intervalposterior probability content

Mathematics Subject Classification ID

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

Related Items

An overview of robust Bayesian analysis. (With discussion), Bayesian Robustness of the Positive False Discovery Rate, Bayesian Robustness of the Posterior Predictivep-Value

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