Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors

DOI10.1016/S0378-3758(97)00065-7zbMath0922.62015OpenAlexW2020640457MaRDI QIDQ1378769

Ying-Hsing Liu, Ming-Chung Yang

Publication date: 17 October 1999

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00065-7

zbMATH Keywords

exchangeabilityposterior expected lossweighted squared error loss

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Bayesian inference using intervals of measures
• Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
• Bayesian robustness with more than one class of contaminations
• Bayesian robustness for multiparameter problems
• Robust Bayesian analysis under generalized moments conditions
• Ranges of posterior probability over a distribution band
• Robust Bayesian analysis: sensitivity to the prior
• Representation Theorems for Distribution Functions
• Ranges of Posterior Probabilities for Quasiunimodal Priors With Specified Quantiles
• Sets of Posterior Means with Bounded Variance Priors
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Infinitesimal sensitivity of posterior distributions
• Mixture of Distributions

This page was built for publication: Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors