Robustness of the posterior mean in normal hierarchical models

DOI10.1080/03610929308831130zbMath0785.62024OpenAlexW2048244482MaRDI QIDQ4275732

Juan Antonio Cano

Publication date: 26 April 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831130

zbMATH Keywords

normal meansnoninformative priorhyperparameterclasses of priorsdensity ratio classeshierarchical Bayes modelsepsilon contamination classesrange of the posterior mean

Mathematics Subject Classification ID

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

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Cites Work

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• Estimation of normal means: Frequentist estimation of loss
• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Bayesian inference using intervals of measures
• Selecting a minimax estimator of a multivariate normal mean
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
• Robust Bayesian analysis: sensitivity to the prior
• Bayesian Robustness and the Stein Effect

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