Optimal robust credible sets for density-bounded priors

DOI10.1016/S0378-3758(96)00200-5zbMath0909.62002MaRDI QIDQ1372342

Siva Sivaganesan

Publication date: 12 November 1997

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

zbMATH Keywords

Bayesian robustnessoptimal robust credible sets

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Optimally robust credible sets with a class of priors

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian inference using intervals of measures
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Optimal robust credible sets for contaminated priors
• Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• A robust Bayesian interpretation of likelihood regions
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood

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