Decomposing posterior variance

DOI10.1016/S0378-3758(02)00491-3zbMath1032.62024OpenAlexW1982958872MaRDI QIDQ1417812

Paul Gustafson, Bertrand S. Clarke

Publication date: 6 January 2004

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(02)00491-3

zbMATH Keywords

Bayesian robustnessStandard errorModel averagingPrior sensitivity

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Model uncertainty and policy evaluation: some theory and empirics ⋮ Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators ⋮ Bias-variance trade-off for prequential model list selection ⋮ Bayesian quantile regression with mixed discrete and nonignorable missing covariates ⋮ Using prior expansions for prior-data conflict checking

Cites Work

• Nonparametric regression using Bayesian variable selection
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Case-Control Analysis with Partial Knowledge of Exposure Misclassification Probabilities
• Inference after variable selection in linear regression models
• Model Selection: An Integral Part of Inference
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Simultaneous Inference and the Choice of Variable Subsets in Multiple Regression
• Bayes Factors
• Robust Bayesian analysis
• Benchmark priors for Bayesian model averaging.
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