A simple diagnostic tool for local prior sensitivity

DOI10.1016/S0167-7152(97)00067-9zbMath0892.62011OpenAlexW1977483402MaRDI QIDQ1382246

Daniel Peña, Ruben H. Zamar

Publication date: 25 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00067-9

zbMATH Keywords

influence functionBayesian robustnessmixture of distributionsprior distributioninfinitesimal contamination

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

Influence measures and robust estimators of dependence in multivariate extremes

Cites Work

• Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis: sensitivity to the prior
• Local sensitivity diagnostics for Bayesian inference
• Bayesian robustness of credible regions in the presence of nuisance parameters
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