On Bayesian robustness with the \(\varepsilon\)-contamination class of priors

DOI10.1016/0167-7152(95)00027-5zbMath0849.62015OpenAlexW1527608186MaRDI QIDQ1916154

Agata Boratyńska

Publication date: 1 September 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00027-5

zbMATH Keywords

maximum likelihood estimatorposterior distributionsBayesian robustnesstotal variation metricinfinitesimal robustnessmeasure of robustnessepsilon-contaminated priorsclasses of priors

Mathematics Subject Classification ID

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

Related Items

An overview of robust Bayesian analysis. (With discussion)

Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayesian analysis: sensitivity to the prior
• Infinitesimal sensitivity of posterior distributions
• Mass transhipment problems and ideal metrics
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