Bayesian robustness for multiparameter problems

DOI10.1016/0378-3758(94)90132-5zbMath0798.62007OpenAlexW2043661526MaRDI QIDQ1333151

Mohan Delampady, Dey, Dipak K.

Publication date: 8 November 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)90132-5

zbMATH Keywords

curvatureBayesian robustnessclass of all unimodal spherically symmetric densitiesepsilon contamination classes of prior distributionsnonparametric classes of contaminationsposterior phi-divergencesensitivity of priors

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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An overview of robust Bayesian analysis. (With discussion), General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors, Local sensitivity diagnostics for Bayesian inference, Local sensitivity of posterior expectations, On the influence of the prior distribution in image reconstruction

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• Robust Bayesian analysis using divergence measures