On the imposition of shape constraints in a robust Bayesian analysis

DOI10.1080/15598608.2009.10411910zbMath1211.62044OpenAlexW2044544223MaRDI QIDQ2431652

Sudip Bose

Publication date: 18 April 2011

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2009.10411910

zbMATH Keywords

symmetryminimaxconvexitysmoothnessBayesian robustnessunimodalityposterior regretdensity ratiodensity bounded\(\Gamma\)-minimaxneighborhood class

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian inference using intervals of measures
• Invariance properties of density ratio priors
• Bayesian robustness with mixture classes of priors
• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis: sensitivity to the prior
• Local sensitivity diagnostics for Bayesian inference
• Infinitesimal sensitivity of posterior distributions
• Calibration ofρValues for Testing Precise Null Hypotheses

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