Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)

DOI10.1016/0378-3758(94)90129-5zbMath0805.62006OpenAlexW2027274976MaRDI QIDQ1333148

Siva Sivaganesan

Publication date: 13 October 1994

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(94)90129-5

zbMATH Keywords

normal linear modelBayesian robustnessmultivariate linear modeldensity bounded classbounds on posterior expectations

Mathematics Subject Classification ID

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

Related Items

An overview of robust Bayesian analysis. (With discussion), Optimal robust credible sets for density-bounded priors, Qualitative Robustness in Bayesian Inference, Measuring sensitivity in a bonus-malus system.

Cites Work

• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Robust Bayesian experimental designs in normal linear models
• Robust Bayesian analysis: sensitivity to the prior
• Robust bayesian analysis given a lower bound on the probability of a set
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces