Density based classes of priors: Infinitesimal properties and approximations

DOI10.1016/0378-3758(94)00111-8zbMath0833.62029OpenAlexW1965652381MaRDI QIDQ1901739

Fabrizio Ruggeri, Larry Alan Wasserman

Publication date: 9 November 1995

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

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00111-8

zbMATH Keywords

posteriorapproximationsBayesian robustnesspriorlocal sensitivityinfinitesimal sensitivitybounds of posterior expectationsclasses of prior densitiesdensity ratio classesdiagnostic for robustness

Mathematics Subject Classification ID

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

Related Items

Concentration functions and Bayesian robustness. (With discussion), Robust Bayesian diagnostics, An overview of robust Bayesian analysis. (With discussion), Robust Bayesian analysis given priors on partition sets, Infinitesimal sensitivity of posterior distributions, Local sensitivity of density bounded priors, Local sensitivity of posterior expectations, MCMC-based local parametric sensitivity estimations, A note on the geometry of Bayesian global and local robustness

Uses Software

• R

Cites Work

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