Bayesian robustness with mixture classes of priors

DOI10.1214/aos/1176325489zbMath0805.62004OpenAlexW1982727653MaRDI QIDQ1339684

Sudip Bose

Publication date: 5 February 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325489

zbMATH Keywords

symmetryunimodalityshape constraintsdensity ratiosupremainfimaspecification of prior distributionrobust Bayesian approachposterior expectationsdensity boundedmisspecification of priormixtures of uniform densitiesneighborhood classes of mixture priorsnumerical maximization and minimizationsmoothness constraintsuncertainty about prior

Mathematics Subject Classification ID

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

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