Robust Bayesian diagnostics

DOI10.1016/0378-3758(93)90043-6zbMath0806.62022OpenAlexW2010805749MaRDI QIDQ2365877

Siva Sivaganesan

Publication date: 29 June 1993

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(93)90043-6

zbMATH Keywords

robustnessexampleshierarchical modelsrobust Bayesian analysisinfluence measuresepsilon contamination classmodel elicitation

Mathematics Subject Classification ID

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

Related Items (14)

An overview of robust Bayesian analysis. (With discussion) ⋮ Infinitesimal sensitivity of posterior distributions ⋮ General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications ⋮ Local sensitivity of density bounded priors ⋮ Local sensitivity diagnostics for Bayesian inference ⋮ Local sensitivity of posterior expectations ⋮ Influence measures and robust estimators of dependence in multivariate extremes ⋮ On the overall sensitivity of the posterior distribution to its inputs ⋮ Robust likelihood functions in Bayesian inference ⋮ Bayesian robustness for decision making problems: applications in medical contexts ⋮ Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach ⋮ Approximate models and robust decisions ⋮ MCMC-based local parametric sensitivity estimations ⋮ Robust Bayesian seemingly unrelated regression model

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