Robustness issues under imprecise beliefs and preferences

DOI10.1016/0378-3758(94)90133-3zbMath0808.62002OpenAlexW2087023608MaRDI QIDQ1333153

David Ríos Insua, Jacinto Martín

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)90133-3

zbMATH Keywords

sensitivityutilityBayesian robustnessmisspecificationnon-dominationprioraxiomatic modelpartial specification

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01)

Related Items

An overview of robust Bayesian analysis. (With discussion), Sensitivity analysis in statistical decision theory: A decision analytic view, Joint sensitivity in Bayesian decision theory, Optimal actions in problems with convex loss functions, The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions, Analytic approximation of the interval of Bayes actions derived from a class of loss functions

Cites Work

• A framework for sensitivity analysis in discrete multi-objective decision-making
• Sensitivity analysis in multiobjective decision making
• Foundations for a robust theory of decision making: The simple case. (Correction by Dirk Bültel)
• Posterior ranges of functions of parameters under priors with specified quantiles
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Stochastic Orderings from Partially Known Utility Functions
• A Definition of Subjective Probability