Range of posterior measures for priors with arbitrary contaminations

DOI10.1080/03610928808829700zbMath0639.62021OpenAlexW2078739328MaRDI QIDQ3780260

Siva Sivaganesan

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829700

zbMATH Keywords

sensitivityrobustnessposterior meanposterior varianceepsilon-contaminationnormal likelihoodsPoisson likelihoodsspecification of the prior distribution

Mathematics Subject Classification ID

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

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Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Bayesian inference using intervals of measures
• The General Moment Problem, A Geometric Approach